Database exists, assume schema does, too.

Seasonal Indexes

	03-31	06-30	09-30	12-31
0	Energy ETF	Information Technology ETF	Information Technology ETF	Information Technology ETF
1	Information Technology ETF	Consumer Discretionary ETF	Consumer Discretionary ETF	Financials ETF
2	Utilities ETF	Energy ETF	SP500	Materials ETF
3	SP1500	Materials ETF	Industrials ETF	SP600
4	Industrials ETF	SP1500	SP1500	Consumer Discretionary ETF
5	SP500	SP500	Health Care ETF	SP400
6	SP600	SP600	Utilities ETF	SP500
7	Health Care ETF	SP400	Consumer Staples ETF	SP1500
8	Consumer Staples ETF	Health Care ETF	Financials ETF	Health Care ETF
9	SP400	Communication Services ETF	Materials ETF	Consumer Staples ETF
10	Financials ETF	Real Estate ETF	Communication Services ETF	Energy ETF
11	Consumer Discretionary ETF	Financials ETF	SP400	Utilities ETF
12	Real Estate ETF	Industrials ETF	Real Estate ETF	Industrials ETF
13	Materials ETF	Consumer Staples ETF	SP600	Real Estate ETF
14	Communication Services ETF	Utilities ETF	Energy ETF	Communication Services ETF

	03-31	06-30	09-30	12-31
SP1500	-0.010622	0.081757	0.041626	0.049958
SP500	-0.011990	0.080771	0.045646	0.050086
SP600	-0.017768	0.080509	0.019158	0.057970
SP400	-0.019859	0.080174	0.020554	0.051549
Communication Services ETF	-0.032872	0.075995	0.022591	0.017899
Consumer Discretionary ETF	-0.021214	0.120254	0.052510	0.052777
Consumer Staples ETF	-0.018663	0.035480	0.034807	0.045915
Energy ETF	0.055913	0.096281	-0.039735	0.042416
Financials ETF	-0.020711	0.061049	0.030176	0.065446
Health Care ETF	-0.017923	0.078706	0.041045	0.047467
Industrials ETF	-0.011020	0.058300	0.045427	0.039920
Information Technology ETF	0.006217	0.121831	0.068693	0.067531
Materials ETF	-0.026671	0.082827	0.027940	0.058669
Real Estate ETF	-0.026416	0.075756	0.019424	0.038472
Utilities ETF	-0.001263	0.026125	0.039218	0.042001

Note if the final data in the prices ends on a quarter, this will aggregate into the seasonal_index above and there will be no comparison
Current

	06-17
Energy ETF	-0.043815
Consumer Staples ETF	-0.096218
Utilities ETF	-0.125888
Health Care ETF	-0.134327
Materials ETF	-0.161041
SP600	-0.165794
Industrials ETF	-0.178228
SP1500	-0.184779
Financials ETF	-0.187815
SP500	-0.189930
Real Estate ETF	-0.190735
SP400	-0.192427
Communication Services ETF	-0.226489
Information Technology ETF	-0.232112
Consumer Discretionary ETF	-0.260025

standard deviations

	03-31	06-30	09-30	12-31
SP1500	0.134644	0.072380	0.037999	0.110320
SP500	0.127411	0.070450	0.039033	0.106496
SP600	0.199479	0.088447	0.037096	0.179394
SP400	0.157662	0.100224	0.037075	0.138781
Communication Services ETF	0.138244	0.095192	0.045269	0.123434
Consumer Discretionary ETF	0.151791	0.146922	0.083611	0.127243
Consumer Staples ETF	0.096633	0.035421	0.049261	0.063730
Energy ETF	0.369457	0.166709	0.099129	0.202483
Financials ETF	0.192299	0.053666	0.014462	0.140299
Health Care ETF	0.079810	0.054107	0.065798	0.098650
Industrials ETF	0.178470	0.072339	0.066050	0.134044
Information Technology ETF	0.135329	0.113409	0.054569	0.136753
Materials ETF	0.163483	0.099766	0.065317	0.127072
Real Estate ETF	0.161483	0.056090	0.032025	0.078165
Utilities ETF	0.092016	0.021473	0.033841	0.054883

t scores

	03-31	06-30	09-30	12-31
SP1500	-0.035281	0.505153	0.489908	0.202519
SP500	-0.042087	0.512730	0.522980	0.210329
SP600	-0.039834	0.407076	0.230960	0.144515
SP400	-0.056330	0.357747	0.247928	0.166115
Communication Services ETF	-0.106341	0.357027	0.223180	0.064848
Consumer Discretionary ETF	-0.062503	0.366041	0.280865	0.185493
Consumer Staples ETF	-0.086371	0.447954	0.315992	0.322196
Energy ETF	0.067680	0.258283	-0.179260	0.093682
Financials ETF	-0.048166	0.508740	0.933164	0.208614
Health Care ETF	-0.100433	0.650529	0.278976	0.215182
Industrials ETF	-0.027615	0.360421	0.307577	0.133187
Information Technology ETF	0.020546	0.480423	0.562966	0.220841
Materials ETF	-0.072960	0.371283	0.191302	0.206478
Real Estate ETF	-0.073157	0.604012	0.271246	0.220111
Utilities ETF	-0.006140	0.544116	0.518265	0.342246

p values

	03-31	06-30	09-30	12-31
SP1500	0.487036	0.675887	0.671106	0.573766
SP500	0.484537	0.678247	0.681422	0.576557
SP600	0.485364	0.644372	0.583899	0.552872
SP400	0.479310	0.627889	0.589904	0.560685
Communication Services ETF	0.461012	0.627646	0.581136	0.523813
Consumer Discretionary ETF	0.477047	0.630688	0.601465	0.567662
Consumer Staples ETF	0.468307	0.657720	0.613641	0.615774
Energy ETF	0.524851	0.593553	0.434579	0.534366
Financials ETF	0.482306	0.677006	0.790214	0.575945
Health Care ETF	0.463168	0.719135	0.600805	0.578288
Industrials ETF	0.489852	0.628793	0.610739	0.548761
Information Technology ETF	0.507551	0.668108	0.693606	0.580304
Materials ETF	0.473215	0.632451	0.569748	0.575182
Real Estate ETF	0.473143	0.705773	0.598102	0.580044
Utilities ETF	0.497743	0.687902	0.679964	0.622630

array([[<AxesSubplot:title={'center':'03-31'}>,
        <AxesSubplot:title={'center':'06-30'}>],
       [<AxesSubplot:title={'center':'09-30'}>,
        <AxesSubplot:title={'center':'12-31'}>]], dtype=object)

	Energy ETF	Consumer Staples ETF	Utilities ETF	Health Care ETF	Materials ETF	SP600	Industrials ETF	SP1500	Financials ETF	SP500	Real Estate ETF	SP400	Communication Services ETF	Information Technology ETF	Consumer Discretionary ETF
2017-03-31 00:00:00	nan	nan	nan	nan	nan	nan	nan	nan	nan	nan	nan	nan	nan	nan	nan
2017-06-30 00:00:00	-0.078709	0.010040	0.022113	0.072895	0.026999	0.018327	0.042167	0.030375	0.038955	0.030708	0.017375	0.031752	-0.024136	0.041388	0.028386
2017-09-30 00:00:00	0.069612	-0.012346	0.031518	0.040565	0.066617	0.064962	0.052781	0.044807	0.052789	0.045666	0.008095	0.035020	0.015498	0.083223	0.014521
2017-12-31 00:00:00	0.073946	0.059268	0.000687	0.018576	0.071798	0.038747	0.066175	0.066880	0.073683	0.069917	0.012742	0.074139	0.000763	0.093087	0.097848
2018-03-31 00:00:00	-0.078807	-0.073521	-0.033734	-0.020049	-0.072483	-0.011631	-0.033542	-0.021321	-0.015065	-0.024130	-0.086159	-0.003978	-0.085669	0.020711	-0.001942
2018-06-30 00:00:00	0.150528	0.006353	0.053422	0.055259	0.036210	0.106722	-0.008057	0.052094	-0.011331	0.047568	0.094633	0.045520	0.035862	0.080437	0.088528
2018-09-30 00:00:00	0.021911	0.050064	0.019751	0.137698	0.007338	0.032842	0.094874	0.070536	0.031675	0.078236	0.000044	0.032902	0.023115	0.117719	0.066008
2018-12-31 00:00:00	-0.267451	-0.055862	0.009925	-0.108129	-0.154310	-0.193040	-0.183620	-0.142834	-0.138848	-0.137319	-0.058855	-0.172165	-0.143117	-0.174415	-0.162070
2019-03-31 00:00:00	0.178564	0.111156	0.103055	0.081835	0.126958	0.124660	0.183161	0.151853	0.109942	0.144236	0.173365	0.157497	0.139541	0.217473	0.157197
2019-06-30 00:00:00	-0.048754	0.036556	0.035855	0.017469	0.040951	0.010843	0.034436	0.039106	0.067026	0.040369	0.015389	0.030815	0.035928	0.054745	0.040127
2019-09-30 00:00:00	-0.075658	0.056319	0.090872	-0.035439	-0.013089	-0.004200	0.004465	0.006291	0.013235	0.011423	0.075811	-0.009122	-0.002023	0.016115	0.002509
2019-12-31 00:00:00	0.054552	0.036517	0.002011	0.147851	0.066971	0.082573	0.058155	0.090490	0.096390	0.089876	0.005745	0.066590	0.086727	0.139034	0.056223
2020-03-31 00:00:00	-0.523877	-0.141472	-0.141270	-0.131539	-0.278876	-0.328050	-0.279339	-0.205302	-0.330709	-0.194477	-0.241350	-0.247693	-0.187109	-0.131215	-0.231167
2020-06-30 00:00:00	0.332245	0.094561	0.024507	0.164463	0.260712	0.223617	0.182339	0.206715	0.135641	0.201618	0.135399	0.259149	0.224230	0.318555	0.379795
2020-09-30 00:00:00	-0.188315	0.098022	0.051209	0.062281	0.120651	0.032878	0.118587	0.086119	0.028859	0.090383	0.013268	0.068091	0.097573	0.120087	0.192380
2020-12-31 00:00:00	0.300830	0.074374	0.073335	0.101111	0.172363	0.312278	0.178685	0.132216	0.253698	0.121185	0.092916	0.211458	0.182130	0.138205	0.172875
2021-03-31 00:00:00	0.324479	0.030385	0.031042	0.025327	0.105419	0.184526	0.116450	0.070761	0.165207	0.063518	0.087920	0.084662	0.083288	0.015110	0.073815
2021-06-30 00:00:00	0.126094	0.029888	-0.005272	0.083442	0.049264	0.043034	0.040613	0.080495	0.074954	0.083593	0.115985	0.033635	0.108092	0.114030	0.064435
2021-09-30 00:00:00	-0.026222	-0.018026	0.002739	0.000121	-0.041816	-0.030694	-0.043573	0.000378	0.024323	0.002523	-0.000098	-0.024123	-0.021207	0.006319	-0.012866
2021-12-31 00:00:00	0.050203	0.115277	0.124048	0.077925	0.136524	0.049293	0.080207	0.103038	0.042310	0.106772	0.139811	0.077726	-0.037011	0.141743	0.099010
2022-03-31 00:00:00	0.379204	-0.019862	0.034591	-0.045192	-0.014374	-0.058344	-0.041831	-0.049102	-0.032929	-0.049099	-0.065856	-0.089783	-0.114414	-0.090992	-0.103975
2022-06-17 00:00:00	-0.043815	-0.096218	-0.125888	-0.134327	-0.161041	-0.165794	-0.178228	-0.184779	-0.187815	-0.189930	-0.190735	-0.192427	-0.226489	-0.232112	-0.260025

	2017-03-31 00:00:00	2017-06-30 00:00:00	2017-09-30 00:00:00	2017-12-31 00:00:00	2018-03-31 00:00:00	2018-06-30 00:00:00	2018-09-30 00:00:00	2018-12-31 00:00:00	2019-03-31 00:00:00	2019-06-30 00:00:00	2019-09-30 00:00:00	2019-12-31 00:00:00	2020-03-31 00:00:00	2020-06-30 00:00:00	2020-09-30 00:00:00	2020-12-31 00:00:00	2021-03-31 00:00:00	2021-06-30 00:00:00	2021-09-30 00:00:00	2021-12-31 00:00:00	2022-03-31 00:00:00	2022-06-17 00:00:00
0	SP1500	Health Care ETF	Information Technology ETF	Consumer Discretionary ETF	Information Technology ETF	Energy ETF	Health Care ETF	Utilities ETF	Information Technology ETF	Financials ETF	Utilities ETF	Health Care ETF	Information Technology ETF	Consumer Discretionary ETF	Consumer Discretionary ETF	SP600	Energy ETF	Energy ETF	Financials ETF	Information Technology ETF	Energy ETF	Energy ETF
1	SP500	Industrials ETF	Energy ETF	Information Technology ETF	Consumer Discretionary ETF	SP600	Information Technology ETF	Consumer Staples ETF	Industrials ETF	Information Technology ETF	Real Estate ETF	Information Technology ETF	Health Care ETF	Energy ETF	Materials ETF	Energy ETF	SP600	Real Estate ETF	Information Technology ETF	Real Estate ETF	Utilities ETF	Consumer Staples ETF
2	SP600	Information Technology ETF	Materials ETF	SP400	SP400	Real Estate ETF	Industrials ETF	Real Estate ETF	Energy ETF	Materials ETF	Consumer Staples ETF	Financials ETF	Utilities ETF	Information Technology ETF	Information Technology ETF	Financials ETF	Financials ETF	Information Technology ETF	Utilities ETF	Materials ETF	Materials ETF	Utilities ETF
3	SP400	Financials ETF	SP600	Energy ETF	SP600	Consumer Discretionary ETF	SP500	Health Care ETF	Real Estate ETF	SP500	Information Technology ETF	SP1500	Consumer Staples ETF	Materials ETF	Industrials ETF	SP400	Industrials ETF	Communication Services ETF	SP500	Utilities ETF	Consumer Staples ETF	Health Care ETF
4	Communication Services ETF	SP400	Financials ETF	Financials ETF	Financials ETF	Information Technology ETF	SP1500	SP500	SP400	Consumer Discretionary ETF	Financials ETF	SP500	Communication Services ETF	SP400	Consumer Staples ETF	Communication Services ETF	Materials ETF	SP500	SP1500	Consumer Staples ETF	Financials ETF	Materials ETF
5	Consumer Discretionary ETF	SP500	Industrials ETF	Materials ETF	Health Care ETF	Health Care ETF	Consumer Discretionary ETF	Financials ETF	Consumer Discretionary ETF	SP1500	SP500	Communication Services ETF	SP500	Communication Services ETF	Communication Services ETF	Industrials ETF	Real Estate ETF	Health Care ETF	Health Care ETF	SP500	Industrials ETF	SP600
6	Consumer Staples ETF	SP1500	SP500	SP500	SP1500	Utilities ETF	Consumer Staples ETF	SP1500	SP1500	Consumer Staples ETF	SP1500	SP600	SP1500	SP600	SP500	Consumer Discretionary ETF	SP400	SP1500	Real Estate ETF	SP1500	Health Care ETF	Industrials ETF
7	Energy ETF	Consumer Discretionary ETF	SP1500	SP1500	SP500	SP1500	SP400	Communication Services ETF	SP500	Communication Services ETF	Industrials ETF	Materials ETF	Consumer Discretionary ETF	SP1500	SP1500	Materials ETF	Communication Services ETF	Financials ETF	Consumer Discretionary ETF	Consumer Discretionary ETF	SP500	SP1500
8	Financials ETF	Materials ETF	Health Care ETF	Industrials ETF	Industrials ETF	SP500	SP600	Materials ETF	Communication Services ETF	Utilities ETF	Consumer Discretionary ETF	SP400	Real Estate ETF	SP500	SP400	Information Technology ETF	Consumer Discretionary ETF	Consumer Discretionary ETF	Consumer Staples ETF	Industrials ETF	SP1500	Financials ETF
9	Health Care ETF	Utilities ETF	SP400	Consumer Staples ETF	Utilities ETF	SP400	Financials ETF	Consumer Discretionary ETF	Materials ETF	Industrials ETF	Communication Services ETF	Industrials ETF	SP400	Industrials ETF	Health Care ETF	SP1500	SP1500	Materials ETF	Communication Services ETF	Health Care ETF	SP600	SP500
10	Industrials ETF	SP600	Utilities ETF	SP600	Materials ETF	Materials ETF	Communication Services ETF	SP400	SP600	SP400	SP600	Consumer Discretionary ETF	Materials ETF	Health Care ETF	Utilities ETF	SP500	SP500	SP600	SP400	SP400	Real Estate ETF	Real Estate ETF
11	Information Technology ETF	Real Estate ETF	Communication Services ETF	Health Care ETF	Consumer Staples ETF	Communication Services ETF	Energy ETF	Information Technology ETF	Consumer Staples ETF	Health Care ETF	SP400	Energy ETF	Industrials ETF	Financials ETF	SP600	Health Care ETF	Utilities ETF	Industrials ETF	Energy ETF	Energy ETF	SP400	SP400
12	Materials ETF	Consumer Staples ETF	Consumer Discretionary ETF	Real Estate ETF	Energy ETF	Consumer Staples ETF	Utilities ETF	Industrials ETF	Financials ETF	Real Estate ETF	Materials ETF	Consumer Staples ETF	SP600	Real Estate ETF	Financials ETF	Real Estate ETF	Consumer Staples ETF	SP400	SP600	SP600	Information Technology ETF	Communication Services ETF
13	Real Estate ETF	Communication Services ETF	Real Estate ETF	Communication Services ETF	Communication Services ETF	Industrials ETF	Materials ETF	SP600	Utilities ETF	SP600	Health Care ETF	Real Estate ETF	Financials ETF	Consumer Staples ETF	Real Estate ETF	Consumer Staples ETF	Health Care ETF	Consumer Staples ETF	Materials ETF	Financials ETF	Consumer Discretionary ETF	Information Technology ETF
14	Utilities ETF	Energy ETF	Consumer Staples ETF	Utilities ETF	Real Estate ETF	Financials ETF	Real Estate ETF	Energy ETF	Health Care ETF	Energy ETF	Energy ETF	Utilities ETF	Energy ETF	Utilities ETF	Energy ETF	Utilities ETF	Information Technology ETF	Utilities ETF	Industrials ETF	Communication Services ETF	Communication Services ETF	Consumer Discretionary ETF

Comparative to Seasonal Indexes, tells you who is over or underperforming.
This is Seasonal Index - Extrapolated Current Quarter.
+: seasonal > current
-: current > seasonal
Note if the final data in the prices ends on a quarter, this will aggregate into the seasonal_index above and there will be no comparison

	2022-06-17
Information Technology ETF	0.105318
Consumer Discretionary ETF	0.103945
Energy ETF	0.083099
Materials ETF	0.071426
SP1500	0.070498
SP500	0.069644
SP600	0.069416
SP400	0.069126
Health Care ETF	0.067854
Communication Services ETF	0.065505
Real Estate ETF	0.065298
Financials ETF	0.052571
Industrials ETF	0.050194
Consumer Staples ETF	0.030500
Utilities ETF	0.022444

	2017-03-31 00:00:00	2017-06-30 00:00:00	2017-09-30 00:00:00	2017-12-31 00:00:00	2018-03-31 00:00:00	2018-06-30 00:00:00	2018-09-30 00:00:00	2018-12-31 00:00:00	2019-03-31 00:00:00	2019-06-30 00:00:00	2019-09-30 00:00:00	2019-12-31 00:00:00	2020-03-31 00:00:00	2020-06-30 00:00:00	2020-09-30 00:00:00	2020-12-31 00:00:00	2021-03-31 00:00:00	2021-06-30 00:00:00	2021-09-30 00:00:00	2021-12-31 00:00:00	2022-03-31 00:00:00	2022-06-17 00:00:00
0	SP1500	Utilities ETF	Energy ETF	Consumer Discretionary ETF	Consumer Discretionary ETF	Energy ETF	Health Care ETF	Utilities ETF	Information Technology ETF	Utilities ETF	Real Estate ETF	Health Care ETF	Health Care ETF	Consumer Discretionary ETF	Consumer Discretionary ETF	Energy ETF	Energy ETF	Real Estate ETF	Energy ETF	Real Estate ETF	Energy ETF	Information Technology ETF
1	SP500	Health Care ETF	SP600	Energy ETF	SP400	Utilities ETF	Energy ETF	Real Estate ETF	Real Estate ETF	Financials ETF	Utilities ETF	Information Technology ETF	Consumer Staples ETF	Energy ETF	Materials ETF	SP600	SP600	Communication Services ETF	Financials ETF	Utilities ETF	Utilities ETF	Consumer Discretionary ETF
2	SP600	Industrials ETF	Materials ETF	Industrials ETF	Information Technology ETF	SP600	Industrials ETF	Consumer Staples ETF	Industrials ETF	Consumer Staples ETF	Consumer Staples ETF	Communication Services ETF	Information Technology ETF	Information Technology ETF	Communication Services ETF	Financials ETF	Financials ETF	Energy ETF	Real Estate ETF	Materials ETF	Materials ETF	Energy ETF
3	SP400	Financials ETF	Financials ETF	Information Technology ETF	SP600	Real Estate ETF	Information Technology ETF	Health Care ETF	Consumer Discretionary ETF	Industrials ETF	Financials ETF	SP1500	Utilities ETF	SP400	Industrials ETF	Communication Services ETF	Materials ETF	Financials ETF	Utilities ETF	Information Technology ETF	Consumer Staples ETF	Materials ETF
4	Communication Services ETF	Consumer Staples ETF	Information Technology ETF	SP400	Financials ETF	Health Care ETF	SP500	Communication Services ETF	SP400	Communication Services ETF	SP600	SP500	Communication Services ETF	Materials ETF	Consumer Staples ETF	SP400	Industrials ETF	Health Care ETF	Health Care ETF	Consumer Staples ETF	Financials ETF	SP1500
5	Consumer Discretionary ETF	SP400	SP400	SP500	Health Care ETF	Consumer Staples ETF	SP1500	SP500	Communication Services ETF	SP500	Communication Services ETF	Financials ETF	SP500	Communication Services ETF	Information Technology ETF	Industrials ETF	Communication Services ETF	SP500	SP1500	SP500	Health Care ETF	SP500
6	Consumer Staples ETF	SP500	Industrials ETF	SP1500	SP1500	SP1500	Consumer Staples ETF	SP1500	SP1500	Materials ETF	SP400	SP600	SP1500	SP600	SP400	Consumer Discretionary ETF	Real Estate ETF	SP1500	SP500	SP1500	Industrials ETF	SP600
7	Energy ETF	SP1500	SP1500	Consumer Staples ETF	SP500	Consumer Discretionary ETF	SP600	Financials ETF	SP500	SP1500	SP500	Industrials ETF	Consumer Discretionary ETF	SP1500	SP500	Materials ETF	SP400	Consumer Staples ETF	Communication Services ETF	Consumer Discretionary ETF	SP500	SP400
8	Financials ETF	Materials ETF	SP500	Materials ETF	Industrials ETF	SP500	Consumer Discretionary ETF	Materials ETF	Materials ETF	SP400	SP1500	SP400	Real Estate ETF	Industrials ETF	SP1500	SP1500	Consumer Discretionary ETF	Information Technology ETF	SP400	Industrials ETF	SP1500	Health Care ETF
9	Health Care ETF	Real Estate ETF	Health Care ETF	Financials ETF	Utilities ETF	SP400	SP400	Consumer Discretionary ETF	SP600	Real Estate ETF	Energy ETF	Energy ETF	SP400	SP500	Health Care ETF	SP500	SP1500	Industrials ETF	SP600	Health Care ETF	Real Estate ETF	Communication Services ETF
10	Industrials ETF	SP600	Communication Services ETF	Communication Services ETF	Materials ETF	Communication Services ETF	Financials ETF	Industrials ETF	Financials ETF	Health Care ETF	Industrials ETF	Materials ETF	Materials ETF	Health Care ETF	SP600	Information Technology ETF	SP500	Utilities ETF	Consumer Staples ETF	SP400	SP600	Real Estate ETF
11	Information Technology ETF	Information Technology ETF	Utilities ETF	SP600	Communication Services ETF	Information Technology ETF	Communication Services ETF	SP400	Consumer Staples ETF	Information Technology ETF	Materials ETF	Consumer Discretionary ETF	Industrials ETF	Financials ETF	Utilities ETF	Real Estate ETF	Consumer Staples ETF	Materials ETF	Information Technology ETF	Energy ETF	SP400	Financials ETF
12	Materials ETF	Consumer Discretionary ETF	Real Estate ETF	Real Estate ETF	Consumer Staples ETF	Materials ETF	Real Estate ETF	Information Technology ETF	Energy ETF	SP600	Consumer Discretionary ETF	Consumer Staples ETF	Financials ETF	Real Estate ETF	Financials ETF	Health Care ETF	Health Care ETF	SP600	Consumer Discretionary ETF	SP600	Communication Services ETF	Industrials ETF
13	Real Estate ETF	Communication Services ETF	Consumer Discretionary ETF	Health Care ETF	Real Estate ETF	Industrials ETF	Utilities ETF	SP600	Utilities ETF	Consumer Discretionary ETF	Information Technology ETF	Real Estate ETF	SP600	Consumer Staples ETF	Real Estate ETF	Utilities ETF	Utilities ETF	SP400	Materials ETF	Financials ETF	Consumer Discretionary ETF	Consumer Staples ETF
14	Utilities ETF	Energy ETF	Consumer Staples ETF	Utilities ETF	Energy ETF	Financials ETF	Materials ETF	Energy ETF	Health Care ETF	Energy ETF	Health Care ETF	Utilities ETF	Energy ETF	Utilities ETF	Energy ETF	Consumer Staples ETF	Information Technology ETF	Consumer Discretionary ETF	Industrials ETF	Communication Services ETF	Information Technology ETF	Utilities ETF

	Index	Symbol	risk_trend_factor
0	SP500	SPY	-3.791861
1	SP1500	SPTM	-3.879022
2	SP400	MDYG	-5.134573
3	SP600	SLY	-5.242200

	Symbol	risk_trend_factor	Sector
3	VDE	-0.123306	Energy ETF
2	VDC	-2.283970	Consumer Staples ETF
10	VPU	-2.520459	Utilities ETF
9	VNQ	-3.053370	Real Estate ETF
8	VAW	-3.165271	Materials ETF
5	VHT	-3.323632	Health Care ETF
6	VIS	-4.514668	Industrials ETF
4	VFH	-4.617891	Financials ETF
1	VCR	-4.721407	Consumer Discretionary ETF
7	VGT	-4.954472	Information Technology ETF
0	VOX	-8.783598	Communication Services ETF

Rolling Quarterly Mean Return

Quarterly Returns

0.051078501531639196

array([[<AxesSubplot:title={'center':'risk_trend_factor'}>]], dtype=object)

1520

Index(['Open', 'High', 'Low', 'Close', 'Adj Close', 'Volume', 'Symbol',
       'trailing_1yr_max', 'MIN_Lookback_One_Year', 'MIN_Lookback_2_Months',
       'MIN_Lookback_1_Months', 'trailing_1yr_min', 'supply_trend_1yr',
       'supply_trend_60d', 'supply_trend_30d', 'trailing_60d_max',
       'trailing_60d_min', 'trailing_30d_max', 'trailing_30d_min', '90dSMA',
       '90dSDev', 'TP', '21dstdTP', '21dMA-TP', '21dBOLU', '21dBOLD',
       'trailing_risk_40d_max', 'trailing_risk_40d_min', 'risk_per_share',
       '30d_vol', '30d_vol_2yr', 'volume_factor', '1YMF', 'risk_trend_factor'],
      dtype='object')

Index(['Symbol', 'max_2y', 'min_2y', 'std_2y', 'mean_2y', 'max_1y', 'min_1y',
       'std_1y', 'mean_1y', 'latest_p', '2yr_close_0pct', '2yr_close_2pct',
       '2yr_close_9pct', '2yr_close_25pct', '2yr_close_50pct',
       '2yr_close_75pct', '2yr_close_91pct', '2yr_close_98pct',
       '2yr_close_100pct', '1yr_close_0pct', '1yr_close_2pct',
       '1yr_close_9pct', '1yr_close_25pct', '1yr_close_50pct',
       '2yr_close_75pct', '1yr_close_91pct', '1yr_close_98pct',
       '1yr_close_100pct', 'risk_trend_factor', 'supply_trend_1yr',
       'supply_trend_60d', 'supply_trend_30d', 'vol_30d_2yr', 'pct_1yr',
       'pct_2yr', 'MIN_Lookback_One_Year', 'MIN_Lookback_2_Months',
       'MIN_Lookback_1_Months', 'vol_30d', 'volume_factor', 'adf', 'hurst',
       '1YMF', 'Market Index', 'Sector'],
      dtype='object')

	latest_p	MIN_Lookback_One_Year	MIN_Lookback_2_Months	MIN_Lookback_1_Months	risk_trend_factor	volume_factor	adf	hurst	Sector	Market Index	index	index_Symbol
Symbol
ACC	64.230003	49.209999	65.019997	65.019997	10.926848	2.134689	0.978004	0.420279	Real Estate	SP400	NaN	NaN
MTOR	35.939999	32.93	36.279999	36.279999	5.065223	1.664475	0.319063	0.43585	error	SP600	NaN	NaN
TVTY	32.130001	27.870001	32.889999	32.889999	2.341879	1.643789	0.518794	0.448871	error	SP600	NaN	NaN
BANF	94.860001	77.379997	86.82	86.82	2.011991	1.135864	0.955166	0.536352	error	SP600	NaN	NaN
Y	830.5	737.890015	862.869995	862.869995	1.771776	1.56538	0.382688	0.459685	Financial Services	SP400	NaN	NaN
...	...	...	...	...	...	...	...	...	...	...	...	...
ODFL	NaN	NaN	NaN	NaN	-5.178995	NaN	NaN	NaN	Industrials	NaN	SP500	SPY
EW	NaN	NaN	NaN	NaN	-2.677285	NaN	NaN	NaN	Healthcare	NaN	SP500	SPY
PCRX	NaN	NaN	NaN	NaN	-2.849253	NaN	NaN	NaN	Healthcare	NaN	SP600	SLY
CBOE	NaN	NaN	NaN	NaN	-4.539896	NaN	NaN	NaN	Financial Services	NaN	SP500	SPY
PCAR	NaN	NaN	NaN	NaN	-4.010257	NaN	NaN	NaN	Industrials	NaN	SP500	SPY

1555 rows × 12 columns

temp_sm

	index	MIN_Lookback_One_Year	MIN_Lookback_2_Months	MIN_Lookback_1_Months	risk_trend_factor	risk_per_share	volume_factor
Symbol
A	2022-06-17	147.679993	179.570007	179.570007	-9.088903	18.559998	1.131711
AA	2022-06-17	44.419998	98.089996	98.089996	-3.704472	25.040001	0.98632
AAL	2022-06-17	22.549999	22.549999	22.549999	-3.126898	9.219999	0.707794
AAN	2022-06-17	NaN	35.439999	35.439999	NaN	6.969999	NaN
AAON	2022-06-17	81.25	83.790001	83.790001	-10.22921	9.380001	1.041044
...	...	...	...	...	...	...	...
ZIMV	2022-06-17	NaN	NaN	NaN	NaN	7.92	NaN
ZION	2022-06-17	60.650002	75.440002	75.440002	-4.600841	11.900002	0.978199
ZTS	2022-06-17	187.320007	249.270004	249.270004	-6.71488	31.180008	1.095466
ZUMZ	2022-06-17	50.060001	55.099998	55.099998	-5.921479	12.989998	1.674903
ZYXI	2022-06-17	16.263636	16.263636	16.263636	-10.695845	2.43	0.673641

1519 rows × 7 columns

Index(['risk_trend_factor', 'Sector', 'index', 'index_Symbol'], dtype='object')

	MIN_Lookback_One_Year	MIN_Lookback_2_Months	MIN_Lookback_1_Months	risk_trend_factor	risk_per_share	volume_factor	index	sector	sector_risk_trend_factor	index	Sector
Symbol
ACC	49.209999	65.019997	65.019997	10.926848	1.23	2.134689	VNQ	MDYG	-3.05337	SP400	Real Estate
MTOR	32.93	36.279999	36.279999	5.065223	0.459999	1.664475	error	SLY	error	SP600	error
TVTY	27.870001	32.889999	32.889999	2.341879	1.170002	1.643789	error	SLY	error	SP600	error
BANF	77.379997	86.82	86.82	2.011991	16.68	1.135864	error	SLY	error	SP600	error
Y	737.890015	862.869995	862.869995	1.771776	15.72998	1.56538	VFH	MDYG	-4.617891	SP400	Financial Services
SAFM	177.479996	200.0	200.0	1.751569	27.089996	1.334104	VDC	MDYG	-2.28397	SP400	Consumer Defensive
SJI	29.24	35.32	35.32	1.295238	2.100002	0.791297	error	SLY	error	SP600	error
LNTH	25.790001	64.139999	69.738998	1.178774	19.079998	1.823238	VHT	SLY	-3.323632	SP600	Healthcare
ROG	206.130005	274.51001	274.51001	1.068804	21.51001	0.980653	error	SLY	error	SP600	error
TWI	11.82	15.77	18.889999	0.931088	6.53	1.389288	VIS	SLY	-4.514668	SP600	Industrials
PBF	18.780001	30.129999	32.41	0.887657	19.849998	0.835417	VDE	SLY	-0.123306	SP600	Energy
GO	36.77	36.77	37.82	0.842135	10.793999	1.191531	VDC	MDYG	-2.28397	SP400	Consumer Defensive
HRB	26.23	28.17	34.959999	0.731411	13.180002	0.963511	VCR	MDYG	-4.721407	SP400	Consumer Cyclical
AZPN	162.559998	169.220001	191.460007	0.719312	61.670013	0.677612	VGT	MDYG	-4.954472	SP400	Technology
CEIX	18.93	50.389999	55.259998	0.677246	20.48	1.548727	VDE	SLY	-0.123306	SP600	Energy
PSB	165.850006	189.229996	189.830002	0.57675	22.279999	2.540601	error	MDYG	error	SP400	error
MCK	204.660004	333.440002	339.940002	0.573819	41.25	1.048139	VHT	SPY	-3.323632	SP500	Healthcare
GCP	27.780001	32.279999	32.279999	0.502796	0.895	1.87078	error	SLY	error	SP600	error
WRB	54.953335	71.269997	71.529999	0.374885	7.220001	1.220256	VFH	SPY	-4.617891	SP500	Financial Services
FCN	147.380005	167.279999	170.649994	0.359043	18.800003	0.694756	error	MDYG	error	SP400	error
XOM	64.800003	91.510002	92.919998	0.347413	26.279999	1.153813	VDE	SPY	-0.123306	SP500	Energy
MANT	92.0	92.0	94.730003	0.320637	17.590004	2.782348	VGT	SLY	-4.954472	SP600	Technology
SM	24.780001	43.689999	43.689999	0.305033	22.850002	0.640686	VDE	SLY	-0.123306	SP600	Energy
DINO	39.389999	40.950001	48.290001	0.269915	23.599998	1.094012	VDE	MDYG	-0.123306	SP400	Energy
PLAB	14.56	20.299999	20.299999	0.264129	8.670001	2.163783	VGT	SLY	-4.954472	SP600	Technology
MPC	64.839996	91.879997	98.290001	0.209274	32.779999	1.221452	VDE	SPY	-0.123306	SP500	Energy
LLY	235.850006	314.0	314.0	0.187301	47.25	0.967658	VHT	SPY	-3.323632	SP500	Healthcare
VLO	84.949997	111.519997	131.690002	0.182835	50.099998	1.3872	VDE	SPY	-0.123306	SP500	Energy
APA	24.299999	45.220001	45.27	0.181301	15.830002	0.999608	VDE	SPY	-0.123306	SP500	Energy
PPC	26.280001	29.700001	30.559999	0.177885	8.32	1.275425	VDC	MDYG	-2.28397	SP400	Consumer Defensive
MRO	14.16	27.719999	29.0	0.151107	10.390001	1.000459	VDE	SPY	-0.123306	SP500	Energy
DVN	31.99	64.980003	73.18	0.148782	26.280003	1.104104	VDE	SPY	-0.123306	SP500	Energy
UTHR	212.619995	218.380005	218.380005	0.139402	62.839996	1.481235	VHT	MDYG	-3.323632	SP400	Healthcare
VIVO	27.450001	28.719999	28.719999	0.109712	5.559999	0.591657	error	SLY	error	SP600	error
ROCC	25.59	42.66	42.66	0.108216	23.564001	1.213679	VDE	SLY	-0.123306	SP600	Energy
COP	61.779999	107.519997	108.300003	0.10252	35.310005	0.95084	VDE	SPY	-0.123306	SP500	Energy
OXY	32.52	63.240002	69.169998	0.093736	22.510002	1.190976	VDE	SPY	-0.123306	SP500	Energy
MGPI	76.68	97.610001	104.0	0.074244	15.220001	1.204144	error	SLY	error	SP600	error
MTDR	34.91	59.119999	59.27	0.012469	24.059998	0.702256	VDE	MDYG	-0.123306	SP400	Energy
CIVI	50.98	66.419998	67.610001	-0.161203	29.590004	1.757641	VDE	SLY	-0.123306	SP600	Energy
AZO	1542.300049	2267.22998	2267.399902	-0.188687	526.160034	1.078463	VCR	SPY	-4.721407	SP500	Consumer Cyclical
MUSA	159.0	249.110001	262.579987	-0.239876	45.189987	1.334565	VCR	MDYG	-4.721407	SP400	Consumer Cyclical
UFCS	32.93	32.93	32.93	-0.241611	4.470001	1.187165	error	SLY	error	SP600	error
CVBF	24.370001	24.370001	24.370001	-0.307694	2.34	1.598852	VFH	SLY	-4.617891	SP600	Financial Services
EOG	87.989998	127.949997	132.350006	-0.308981	42.980003	0.966433	VDE	SPY	-0.123306	SP500	Energy
CYTK	30.139999	47.900002	47.900002	-0.373333	11.25	0.618546	VHT	SLY	-3.323632	SP600	Healthcare
ULTA	351.720001	437.220001	438.630005	-0.406162	98.680023	1.308411	VCR	SPY	-4.721407	SP500	Consumer Cyclical
EQT	23.24	45.5	45.5	-0.406587	15.790001	1.286201	VDE	MDYG	-0.123306	SP400	Energy
PTEN	10.99	18.719999	18.77	-0.410714	6.72	1.071603	VDE	SLY	-0.123306	SP600	Energy
LPI	75.059998	99.260002	99.260002	-0.436873	66.77	1.480449	VDE	SLY	-0.123306	SP600	Energy
NTCT	31.91	34.869999	35.349998	-0.451351	7.4	1.227115	VGT	SLY	-4.954472	SP600	Technology
BMY	67.959999	78.129997	78.470001	-0.471015	6.900002	1.240092	VHT	SPY	-3.323632	SP500	Healthcare
PSX	94.339996	94.339996	98.660004	-0.476348	33.190002	1.286747	VDE	SPY	-0.123306	SP500	Energy
NOC	379.029999	490.820007	490.820007	-0.478305	60.379974	0.996341	VIS	SPY	-4.514668	SP500	Industrials
SNEX	70.470001	77.5	77.5	-0.482537	14.030006	1.141643	error	SLY	error	SP600	error
TALO	18.24	20.6	21.370001	-0.496599	8.82	1.661246	VDE	SLY	-0.123306	SP600	Energy
FANG	92.309998	147.990005	147.990005	-0.501874	42.680008	1.13222	VDE	SPY	-0.123306	SP500	Energy
CVX	113.110001	174.759995	175.649994	-0.502048	36.610001	1.062215	VDE	SPY	-0.123306	SP500	Energy
CTRA	20.33	31.42	33.0	-0.506416	10.129999	1.576163	VDE	SPY	-0.123306	SP500	Energy
DLTR	120.370003	177.149994	177.190002	-0.509804	47.939995	1.139688	VDC	SPY	-2.28397	SP500	Consumer Defensive
EXLS	108.07	153.139999	154.979996	-0.516764	25.949997	1.162846	error	SLY	error	SP600	error
PDCE	49.919998	79.389999	79.389999	-0.539647	26.610001	1.314132	VDE	MDYG	-0.123306	SP400	Energy
SAFT	87.980003	93.18	93.18	-0.545302	11.920006	1.224409	error	SLY	error	SP600	error
RRC	16.32	34.610001	34.610001	-0.564298	11.819998	0.930726	VDE	MDYG	-0.123306	SP400	Energy
HES	90.970001	117.059998	119.43	-0.576982	32.670006	1.067832	VDE	SPY	-0.123306	SP500	Energy
VRTX	234.580002	292.75	292.75	-0.630965	48.830002	0.879467	VHT	SPY	-3.323632	SP500	Healthcare
HALO	46.619999	46.619999	46.619999	-0.639725	11.630001	0.928279	VHT	MDYG	-3.323632	SP400	Healthcare
CSL	197.210007	260.690002	275.130005	-0.659255	44.520004	0.893561	VIS	MDYG	-4.514668	SP400	Industrials
NFG	55.220001	74.32	74.32	-0.690476	10.919998	1.09896	VDE	MDYG	-0.123306	SP400	Energy
CAL	28.34	29.360001	29.360001	-0.694553	10.280001	1.602114	VCR	SLY	-4.721407	SP600	Consumer Cyclical
UNM	31.98	34.029999	36.73	-0.695054	7.280003	0.872299	VFH	MDYG	-4.617891	SP400	Financial Services
HSY	175.550003	231.0	231.600006	-0.706836	28.380005	1.169855	VDC	SPY	-2.28397	SP500	Consumer Defensive
GFF	29.190001	29.42	31.700001	-0.713654	15.820002	1.243283	VIS	SLY	-4.514668	SP600	Industrials
PXD	175.369995	260.0	279.980011	-0.727749	68.759995	1.317982	VDE	SPY	-0.123306	SP500	Energy

nominal, pct_change, pct_change().cumsum
Market volatility

Consumer Confidence

Unemployment

Inflation

Interest Rates

10 Year to 3 Month

Recession Indicator

adf < .05 or .01, mean reverting
Hurst
> .5 - The time series is mean reverting.
= .5 - The time series is a Geometric Brownian Motion.
< .5 - The time series is trending.
symbol: SPY
sector: error
sector: error
Index: SP500
vol_30d_2yr: 1719938470.5078125
Sector 1YMF: -287.8400573730469
1YMF: -287.8400573730469
risk trend factor: -3.791860877423899
      totalAssets  trailingPE
SPY  3.781762e+11    3.819317

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	365.859985	364.518828	396.470318	428.421808	419.420001	25.514981	368.390039	470.449963

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
SPY	1.183517	365.859985	1719938470.507812	0.369677	0.658465	0.422658

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'add', False]
best inner cv score, sdev (11 folds): 1596.0716274191827 2394.562471851756
test cv mean error, stdev (10 folds): 1700.9872506465222 2487.2161986245947
sell date: 2022-09-23
expected return: 0.012609898116259509
discounted return: 0.00012919448362835873
quarter return: 1.011956033500666

['options', ('2022-06-30', '2022-09-16', '2022-09-30', '2022-12-16', '2023-01-20', '2023-03-17', '2023-06-16', '2023-12-15', '2024-01-19', '2024-12-20')]
symbol: SPTM
sector: error
sector: error
Index: SP1500
vol_30d_2yr: 10189559.1796875
Sector 1YMF: -34.95000076293945
1YMF: -34.95000076293945
risk trend factor: -3.8790224724143685
       totalAssets
SPTM  5.538233e+09

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	45.310001	44.984943	48.919841	52.854739	51.683968	3.088065	45.507837	57.860099

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
SPTM	1.653055	45.310001	10189559.179688	0.388272	0.658826	0.429487

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'add', False]
best inner cv score, sdev (11 folds): 26.39441594514144 42.33055953910225
test cv mean error, stdev (10 folds): 28.190454062363578 43.99523397061348
sell date: 2022-09-23
expected return: 0.010819797251917467
discounted return: 0.00011095133058369733
quarter return: 1.0102592248470592

symbol: MDYG
sector: error
sector: error
Index: SP400
vol_30d_2yr: 4938966.40625
Sector 1YMF: -69.05999755859375
1YMF: -69.05999755859375
risk trend factor: -5.134573474205833
Empty DataFrame
Columns: []
Index: [MDYG]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	59.93	59.511554	65.413016	71.314478	69.046349	4.323319	60.399712	77.692987

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MDYG	0.576598	59.93	4938966.40625	0.256027	0.494117	0.451147

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 85.23639796405821 165.1931289207267
test cv mean error, stdev (10 folds): 92.56630045262767 171.54196178018105
sell date: 2022-08-26
expected return: 0.08365938612054122
discounted return: 0.0011650786730228457
quarter return: 1.1130732080891566

symbol: SLY
sector: error
sector: error
Index: SP600
vol_30d_2yr: 1808137.109375
Sector 1YMF: -77.27001953125
1YMF: -77.27001953125
risk trend factor: -5.242200185196592
Empty DataFrame
Columns: []
Index: [SLY]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	78.089996	78.068302	85.071269	92.074236	88.226349	4.474948	79.276452	97.176246

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
SLY	1.23276	78.089996	1808137.109375	0.449524	0.532018	0.51304

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'add', False]
best inner cv score, sdev (11 folds): 128.19891410392745 187.56519320285497
test cv mean error, stdev (10 folds): 137.65292399200544 194.20507371501196
sell date: 2022-06-24
expected return: 0.0017720941375875762
discounted return: 0.0002951311811882906
quarter return: 1.0275199289237973

symbol: VDE
sector: error
sector: Energy
Index: nan
vol_30d_2yr: 25785341.015625
Sector 1YMF: -3.82000732421875
1YMF: -3.82000732421875
risk trend factor: -0.12330558135216596
      totalAssets  trailingPE
VDE  1.106882e+10    8.493072

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	102.349998	106.909959	119.43381	131.957661	112.539048	6.727104	99.08484	125.993256

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VDE	0.896641	102.349998	25785341.015625	0.70127	0.621023	0.512979

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, None]
best inner cv score, sdev (11 folds): 193.7677791961435 221.58392963783731
test cv mean error, stdev (10 folds): 212.28899085676767 224.13387420460697
sell date: 2022-06-24
expected return: 1.90756226590671e-05
discounted return: 3.1792451740120242e-06
quarter return: 1.000292532870458

symbol: VDC
sector: error
sector: Consumer Defensive
Index: nan
vol_30d_2yr: 3264449.609375
Sector 1YMF: -74.80001831054688
1YMF: -74.80001831054688
risk trend factor: -2.283970024749523
      totalAssets
VDC  8.239956e+09

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	177.059998	176.153403	185.845715	195.538026	194.674128	7.920194	178.833739	210.514517

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VDC	1.413592	177.059998	3264449.609375	0.48903	0.752482	0.355797

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 191.4979112634542 238.74580654353574
test cv mean error, stdev (10 folds): 195.94534280335694 249.96392830264483
sell date: 2022-08-12
expected return: 0.03173660560517127
discounted return: 0.0005682233296850914
quarter return: 1.0536514465752513

['options', ('2022-07-15',)]
symbol: VPU
sector: error
sector: Utilities
Index: nan
vol_30d_2yr: 5031661.71875
Sector 1YMF: -59.12998962402344
1YMF: -59.12998962402344
risk trend factor: -2.5204591944584465
      totalAssets
VPU  7.854255e+09

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	141.440002	142.694749	156.469524	170.244299	158.564286	5.736683	147.09092	170.037651

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VPU	1.250581	141.440002	5031661.71875	0.451674	0.569436	0.290073

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', None]
best inner cv score, sdev (11 folds): 259.9034946148252 631.266718476635
test cv mean error, stdev (10 folds): 285.00332045950483 656.8252852895172
sell date: 2022-07-01
expected return: 0.026860038182346727
discounted return: 0.0020409753036201295
quarter return: 1.2063247872828784

symbol: VNQ
sector: error
sector: Real Estate
Index: nan
vol_30d_2yr: 102932828.515625
Sector 1YMF: -76.09000396728516
1YMF: -76.09000396728516
risk trend factor: -3.053370235265123
      totalAssets
VNQ  7.839537e+10

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	87.699997	86.580768	94.91381	103.246851	101.788572	7.189885	87.408801	116.168343

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VNQ	1.231534	87.699997	102932828.515625	0.296727	0.445676	0.39584

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', False]
best inner cv score, sdev (11 folds): 153.28750939085472 322.62959820325
test cv mean error, stdev (10 folds): 167.1334773908058 335.24622008859063
sell date: 2022-09-02
expected return: 0.03485491172904534
discounted return: 0.0004509073516794082
quarter return: 1.0423461924237896

['options', ('2023-01-20', '2024-01-19')]
symbol: VAW
sector: error
sector: Basic Materials
Index: nan
vol_30d_2yr: 2683599.21875
Sector 1YMF: -109.739990234375
1YMF: -109.739990234375
risk trend factor: -3.165271062358118
      totalAssets
VAW  5.085875e+09

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	162.800003	163.360294	181.546031	199.731768	187.277779	8.558355	170.161068	204.394489

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VAW	1.040096	162.800003	2683599.21875	0.553392	0.650248	0.42433

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 287.23750917230495 405.6415038695585
test cv mean error, stdev (10 folds): 311.0194778798581 418.06474407205803
sell date: 2022-07-22
expected return: 0.062301865982123776
discounted return: 0.001779172775185911
quarter return: 1.1776706438001052

['options', ('2022-08-19',)]
symbol: VHT
sector: error
sector: Healthcare
Index: nan
vol_30d_2yr: 5367987.5
Sector 1YMF: -122.20997619628906
1YMF: -122.20997619628906
risk trend factor: -3.3236323632363236
      totalAssets  trailingPE
VHT  1.866525e+10    4.748669

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	220.210007	218.770447	234.353333	249.93622	243.78492	11.544258	220.696404	266.873435

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VHT	1.223885	220.210007	5367987.5	0.406751	0.629182	0.332826

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', False]
best inner cv score, sdev (11 folds): 387.95682447809116 524.4913714720713
test cv mean error, stdev (10 folds): 393.71372312447875 549.7597247376215
sell date: 2022-09-16
expected return: 0.05878535463964933
discounted return: 0.0006348943405740659
quarter return: 1.0601302150853982

symbol: VIS
sector: error
sector: Industrials
Index: nan
vol_30d_2yr: 3372254.1015625
Sector 1YMF: -141.5800018310547
1YMF: -141.5800018310547
risk trend factor: -4.514668337867341
Empty DataFrame
Columns: []
Index: [VIS]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	159.809998	159.424409	172.598254	185.772099	181.362857	9.892736	161.577386	201.148329

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VIS	0.869685	159.809998	3372254.101562	0.42518	0.484643	0.470479

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', False]
best inner cv score, sdev (11 folds): 486.58908964120036 806.4213625334521
test cv mean error, stdev (10 folds): 522.7693332022224 837.2262815693581
sell date: 2022-08-26
expected return: 0.07168349595243555
discounted return: 0.0010038480510021763
quarter return: 1.0967022221413307

['options', ('2022-08-19',)]
symbol: VFH
sector: error
sector: Financial Services
Index: nan
vol_30d_2yr: 16520124.609375
Sector 1YMF: -72.2699966430664
1YMF: -72.2699966430664
risk trend factor: -4.617890709055871
      totalAssets
VFH  1.046217e+10

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	75.849998	74.907534	82.472858	90.038182	86.832222	5.55532	75.721582	97.942862

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VFH	1.270717	75.849998	16520124.609375	0.43829	0.480904	0.491635

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'mul', True]
best inner cv score, sdev (11 folds): 103.91258398370228 124.6246611164399
test cv mean error, stdev (10 folds): 110.84480948786195 128.6695386720602
sell date: 2022-06-24
expected return: 0.0036980731679567285
discounted return: 0.0006153979641310148
quarter return: 1.058231585076761

['options', ('2022-08-19',)]
symbol: VCR
sector: error
sector: Consumer Cyclical
Index: nan
vol_30d_2yr: 2596418.1640625
Sector 1YMF: -359.96002197265625
1YMF: -359.96002197265625
risk trend factor: -4.72140697901556
      totalAssets
VCR  6.015592e+09

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	225.869995	218.39857	242.946031	267.493493	271.133333	28.125894	214.881544	327.385121

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VCR	1.292819	225.869995	2596418.164062	0.205768	0.641228	0.473825

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 1227.26264257436 1850.6109716481537
test cv mean error, stdev (10 folds): 1337.1747831112584 1906.3986362227797
sell date: 2022-08-05
expected return: 0.022549355093616153
discounted return: 0.00046466785822185663
quarter return: 1.0436659989392758

symbol: VGT
sector: error
sector: Technology
Index: nan
vol_30d_2yr: 14308852.5390625
Sector 1YMF: -363.4599914550781
1YMF: -363.4599914550781
risk trend factor: -4.954471974241429
      totalAssets
VGT  5.138536e+10

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	319.809998	313.391914	345.179842	376.96777	371.755716	29.840347	312.075022	431.43641

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VGT	1.152846	319.809998	14308852.539062	0.262275	0.685573	0.43018

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'add', True]
best inner cv score, sdev (11 folds): 1350.1936609353836 1233.3594889668884
test cv mean error, stdev (10 folds): 1427.6804086206787 1267.7724547418923
sell date: 2022-08-26
expected return: 0.0327109593312599
discounted return: 0.00046659206584798163
quarter return: 1.0438506864569341

['options', ('2022-08-19',)]
symbol: VOX
sector: error
sector: Communication Services
Index: nan
vol_30d_2yr: 4644931.8359375
Sector 1YMF: -166.010009765625
1YMF: -166.010009765625
risk trend factor: -8.783597691159713
Empty DataFrame
Columns: []
Index: [VOX]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	92.860001	91.464788	99.415079	107.365371	107.439841	9.28909	88.861661	126.018022

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VOX	1.840996	92.860001	4644931.835938	0.059723	0.708136	0.512969

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', None]
best inner cv score, sdev (11 folds): 132.73255032829235 122.26444955631752
test cv mean error, stdev (10 folds): 142.340035105828 124.21072039962147
sell date: 2022-08-26
expected return: 0.052466544660606414
discounted return: 0.000741383377643956
quarter return: 1.070560132013161

['options', ('2022-07-15',)]
symbol: ACC
sector: Real Estate
Index: SP400
vol_30d_2yr: 27009982.03125
Sector 1YMF: 13.440017700195312
1YMF: 13.440017700195312
risk trend factor: 10.926847725292072
        beta currentRatio debtToEquity dividendRate dividendYield  \
ACC  1.00147        2.184      122.276         1.88         0.029   

    earningsGrowth     ebitda ebitdaMargins forwardPE grossMargins  \
ACC          1.498  466354240       0.47421  98.81539       0.5349   

    grossProfits heldPercentInstitutions          industry   marketCap  \
ACC    498042000                 0.97986  REIT—Residential  8938053632   

    operatingMargins payoutRatio pegRatio priceToBook  \
ACC          0.19318         4.7     1.96    2.993987   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
ACC                     9.088625       0.06005      1.888        0.01582   

    returnOnEquity revenueGrowth revenuePerShare       sector  \
ACC        0.01872         0.176           7.081  Real Estate   

    sharesOutstanding shortRatio totalCash totalCashPerShare   totalDebt  \
ACC         139156992       0.86  87656000              0.63  4008523008   

    totalRevenue trailingPE  
ACC    983433024     513.84  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	64.230003	64.240713	64.712222	65.183731	62.082857	3.916774	54.249309	69.916406

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
ACC	2.134689	64.230003	27009982.03125	0.97101	0.978004	0.420279

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -76.09000396728516
Sector Volume Factor: 1.2315342134094496
Sector Risk Trend Factor: -3.053370235265123
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', False]
best inner cv score, sdev (11 folds): 60.642543509569535 138.4797986966537
test cv mean error, stdev (10 folds): 66.26512803918772 144.03706611000356
sell date: 2022-09-02
expected return: 0.03505054443547022
discounted return: 0.0004533956570731412
quarter return: 1.0425847300311661

['quarterly_balance_sheet',                              2022-03-31    2021-12-31    2021-09-30  \
Capital Surplus            4.693018e+09  4.694242e+09  4.538210e+09   
Total Liab                 4.218002e+09  4.273301e+09  4.501487e+09   
Total Stockholder Equity   3.093994e+09  3.117378e+09  2.982993e+09   
Minority Interest          1.842520e+08  1.839070e+08  6.423900e+07   
Deferred Long Term Liab    7.300000e+06  3.450000e+07  2.750000e+07   
Total Assets               7.496248e+09  7.574586e+09  7.548719e+09   
Common Stock               1.393000e+06  1.391000e+06  1.390000e+06   
Other Current Assets       1.698800e+07  1.432600e+07  2.016300e+07   
Other Liab                 1.522020e+08  1.697290e+08  1.850330e+08   
Treasury Stock            -1.600417e+09 -1.578255e+09 -1.556607e+09   
Other Assets               2.143290e+08  1.773490e+08  2.318220e+08   
Cash                       8.765600e+07  1.203510e+08  4.207300e+07   
Total Current Liabilities  5.727700e+07  1.168230e+08  9.838000e+07   
Other Stockholder Equity  -1.596530e+09 -1.574312e+09 -1.551896e+09   
Property Plant Equipment   7.156799e+09  7.198609e+09  7.232212e+09   
Total Current Assets       1.251200e+08  1.678280e+08  8.468500e+07   
Net Tangible Assets        3.093994e+09  3.086578e+09  2.982993e+09   
Net Receivables            2.047600e+07  3.268700e+07  2.218800e+07   
Long Term Debt             3.509626e+09  3.513684e+09  3.723677e+09   
Accounts Payable           5.727700e+07  9.306700e+07  9.838000e+07   
Intangible Assets                   NaN  3.080000e+07           NaN   

                             2021-06-30  
Capital Surplus            4.515450e+09  
Total Liab                 4.437234e+09  
Total Stockholder Equity   3.035925e+09  
Minority Interest          6.528200e+07  
Deferred Long Term Liab    2.460000e+07  
Total Assets               7.538441e+09  
Common Stock               1.386000e+06  
Other Current Assets       2.747600e+07  
Other Liab                 1.373950e+08  
Treasury Stock            -1.480911e+09  
Other Assets               2.333970e+08  
Cash                       3.028300e+07  
Total Current Liabilities  6.970500e+07  
Other Stockholder Equity  -1.476181e+09  
Property Plant Equipment   7.237327e+09  
Total Current Assets       6.771700e+07  
Net Tangible Assets        3.035925e+09  
Net Receivables            9.775000e+06  
Long Term Debt             3.734507e+09  
Accounts Payable           6.970500e+07  
Intangible Assets                   NaN  ]
['quarterly_cashflow',                                            2022-03-31   2021-12-31  \
Net Income                                 39183000.0   40712000.0   
Change To Liabilities                             0.0   -5928000.0   
Total Cashflows From Investing Activities         NaN  -39104000.0   
Net Borrowings                                    NaN -203737000.0   
Total Cash From Financing Activities              NaN   -2685000.0   
Change To Operating Activities                    NaN   -4668000.0   
Issuance Of Stock                                 NaN       1000.0   
Change In Cash                                    NaN   72441000.0   
Total Cash From Operating Activities              NaN  114230000.0   
Depreciation                                      NaN   69294000.0   
Other Cashflows From Investing Activities         NaN    -436000.0   
Dividends Paid                                    NaN  -65817000.0   
Change To Account Receivables                     NaN    8001000.0   
Other Cashflows From Financing Activities         NaN  266868000.0   
Change To Netincome                               NaN    5202000.0   
Repurchase Of Stock                               NaN          NaN   

                                            2021-09-30  2021-06-30  
Net Income                                 -11439000.0  -9402000.0  
Change To Liabilities                       28335000.0  11132000.0  
Total Cashflows From Investing Activities  -57467000.0 -76294000.0  
Net Borrowings                             -10415000.0  53424000.0  
Total Cash From Financing Activities       -57209000.0  17226000.0  
Change To Operating Activities              40390000.0 -29447000.0  
Issuance Of Stock                           21198000.0  38476000.0  
Change In Cash                               4477000.0  -7470000.0  
Total Cash From Operating Activities       119153000.0  51598000.0  
Depreciation                                69445000.0  68741000.0  
Other Cashflows From Investing Activities    2944000.0   -961000.0  
Dividends Paid                             -65948000.0 -65379000.0  
Change To Account Receivables              -12413000.0   3867000.0  
Other Cashflows From Financing Activities    -523000.0  -9295000.0  
Change To Netincome                          3365000.0   5289000.0  
Repurchase Of Stock                         -1521000.0  -1521000.0  ]
['quarterly_earnings',            Revenue  Earnings
Quarter                     
2Q2021   208521000  -9402000
3Q2021   228877000 -11439000
4Q2021   272289000  40712000
1Q2022   273746000  39183000]
['quarterly_financials',                                          2022-03-31   2021-12-31   2021-09-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                        43060000.0   42051000.0  -13019000.0   
Minority Interest                       184252000.0  183907000.0   64239000.0   
Net Income                               39183000.0   40712000.0  -11439000.0   
Selling General Administrative            9098000.0   25234000.0   10309000.0   
Gross Profit                            154845000.0  177993000.0   94800000.0   
Ebit                                     75195000.0   80965000.0   15046000.0   
Operating Income                         75195000.0   80965000.0   15046000.0   
Other Operating Expenses                        NaN    2500000.0    2500000.0   
Interest Expense                        -31675000.0  -31922000.0  -30741000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                         340000.0     340000.0     340000.0   
Total Revenue                           273746000.0  272289000.0  228877000.0   
Total Operating Expenses                198551000.0  191324000.0  213831000.0   
Cost Of Revenue                         118901000.0   94296000.0  134077000.0   
Total Other Income Expense Net          -32135000.0  -38914000.0  -28065000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops           42720000.0   41711000.0  -13359000.0   
Net Income Applicable To Common Shares   39183000.0   40299000.0  -12006000.0   

                                         2021-06-30  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                       -10712000.0  
Minority Interest                        65282000.0  
Net Income                               -9402000.0  
Selling General Administrative           12093000.0  
Gross Profit                             99534000.0  
Ebit                                     18700000.0  
Operating Income                         18700000.0  
Other Operating Expenses                  2500000.0  
Interest Expense                        -30658000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                         341000.0  
Total Revenue                           208521000.0  
Total Operating Expenses                189821000.0  
Cost Of Revenue                         108987000.0  
Total Other Income Expense Net          -29412000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops          -11053000.0  
Net Income Applicable To Common Shares   -9973000.0  ]
['mutualfund_holders',                                         Holder   Shares Date Reported   % Out  \
0  Vanguard Specialized-Real Estate Index Fund  6638008    2022-01-30  0.0476   
1       Vanguard Total Stock Market Index Fund  3960227    2021-12-30  0.0284   
2                  iShares Core S&P Midcap ETF  3862557    2022-01-30  0.0277   
3                Vanguard Small-Cap Index Fund  3503603    2021-12-30  0.0251   
4         Allspring Special Mid Cap Value Fund  3211005    2022-02-27  0.0230   
5         Vanguard Small-Cap Growth Index Fund  2184685    2021-12-30  0.0157   
6          Vanguard Extended Market Index Fund  1858080    2021-12-30  0.0133   
7              JP Morgan Small Cap Equity Fund  1574099    2021-12-30  0.0113   
8               SPDR S&P Mid Cap 400 ETF Trust  1194316    2022-01-30  0.0086   
9          Price (T.Rowe) Small Cap Stock Fund  1085917    2021-12-30  0.0078   

       Value  
0  346902298  
1  226881404  
2  201857228  
3  200721415  
4  172784179  
5  125160603  
6  106449403  
7   90180131  
8   62414954  
9   62212184  ]
symbol: MTOR
sector: error
sector: error
Index: SP600
vol_30d_2yr: 15456103.3203125
Sector 1YMF: 2.329998016357422
1YMF: 2.329998016357422
risk trend factor: 5.06522316023419
Empty DataFrame
Columns: []
Index: [MTOR]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	35.939999	35.942037	36.098889	36.25574	35.883651	0.243988	35.395675	36.371626

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MTOR	1.664475	35.939999	15456103.320312	0.980154	0.319063	0.43585

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', None]
best inner cv score, sdev (11 folds): 25.65779561194668 21.942882097397383
test cv mean error, stdev (10 folds): 25.484578190486864 23.006716636536158
sell date: 2022-07-22
expected return: 0.009446180653314162
discounted return: 0.00027656307402290636
quarter return: 1.0257666508377978

['options', ('2022-08-19',)]
symbol: TVTY
sector: error
sector: error
Index: SP600
vol_30d_2yr: 10900973.046875
Sector 1YMF: 2.7400035858154297
1YMF: 2.7400035858154297
risk trend factor: 2.3418794362082624
Empty DataFrame
Columns: []
Index: [TVTY]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	32.130001	31.878985	32.19127	32.503555	31.861111	0.826432	30.208246	33.513976

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
TVTY	1.643789	32.130001	10900973.046875	0.966327	0.518794	0.448871

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 18.83227344372547 14.827822276471226
test cv mean error, stdev (10 folds): 19.958987625493084 15.095907110456098
sell date: 2022-08-05
expected return: 0.05408821482336362
discounted return: 0.0010980220080683
quarter return: 1.1062352736529146

['options', ('2022-08-19',)]
symbol: BANF
sector: error
sector: error
Index: SP600
vol_30d_2yr: 2480755.6640625
Sector 1YMF: 33.56000518798828
1YMF: 33.56000518798828
risk trend factor: 2.0119906818931326
Empty DataFrame
Columns: []
Index: [BANF]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	94.860001	81.144325	89.856826	98.569327	85.566191	4.220089	77.126013	94.006368

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
BANF	1.135864	94.860001	2480755.664062	0.965783	0.955166	0.536352

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', None]
best inner cv score, sdev (11 folds): 111.50549198081326 87.12427024896579
test cv mean error, stdev (10 folds): 118.63567504629381 88.26362601419291
sell date: 2022-07-15
expected return: 0.022973657467744026
discounted return: 0.000841603444492911
quarter return: 1.0804687270711635

symbol: Y
sector: Financial Services
Index: SP400
vol_30d_2yr: 1623886.71875
Sector 1YMF: 27.8699951171875
1YMF: 27.8699951171875
risk trend factor: 1.771775570386466
       beta currentRatio debtToEquity earningsGrowth      ebitda  \
Y  0.663839        1.597         31.5         -0.433  1620000000   

  ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
Y       0.13423  9.936376     90016496      0.44211   5101669000   

  heldPercentInstitutions                       industry    marketCap  \
Y                 0.86723  Insurance—Property & Casualty  11220848640   

  operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
Y        1928840960          0.11935           0     0.15    1.305451   

  priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
Y                     0.929715        0.0771      1.004        0.02938   

  returnOnEquity revenueGrowth revenuePerShare              sector  \
Y        0.11868         0.025         878.577  Financial Services   

  sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
Y          13454900       2.32  2298860032           170.857  2822777088   

  totalRevenue trailingPE  
Y  12069126144  12.311554  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	830.5	830.573879	833.250157	835.926435	838.613332	7.460501	823.69233	853.534333

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
Y	1.56538	830.5	1623886.71875	0.919536	0.382688	0.459685

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -72.2699966430664
Sector Volume Factor: 1.2707168073107045
Sector Risk Trend Factor: -4.617890709055871
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', False]
best inner cv score, sdev (11 folds): 7631.685635736606 8525.188460803654
test cv mean error, stdev (10 folds): 8115.113080337962 8822.79372246698
sell date: 2022-08-05
expected return: 0.04148541188041907
discounted return: 0.0008471914721568385
quarter return: 1.0810238683982902

['options', ('2022-07-15',)]
['sustainability',                            Value
2022-5                          
palmOil                    False
controversialWeapons       False
gambling                   False
socialScore                 8.71
nuclear                    False
furLeather                 False
alcoholic                  False
gmo                        False
catholic                   False
socialPercentile            None
peerCount                     96
governanceScore            11.77
environmentPercentile       None
animalTesting              False
tobacco                    False
totalEsg                   21.71
highestControversy             1
esgPerformance          AVG_PERF
coal                       False
pesticides                 False
adult                      False
percentile                 30.32
peerGroup              Insurance
smallArms                  False
environmentScore            1.23
governancePercentile        None
militaryContract           False]
symbol: SAFM
sector: Consumer Defensive
Index: SP400
vol_30d_2yr: 5061001.171875
Sector 1YMF: 47.44999694824219
1YMF: 47.44999694824219
risk trend factor: 1.7515689687220128
          beta currentRatio debtToEquity dividendRate dividendYield  \
SAFM  0.640199        5.529        0.877         1.76        0.0084   

     earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
SAFM          2.316  1342139008       0.23866  6.811968    669912512   

     grossMargins grossProfits heldPercentInstitutions        industry  \
SAFM      0.25714    907758000                  0.8102  Packaged Foods   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
SAFM  4649520640         954787008          0.20787      0.0455    -0.48   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
SAFM     1.97168                     0.826786       0.15341      3.785   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
SAFM        0.30256        0.44602         0.358         255.051   

                  sector sharesOutstanding shortRatio  totalCash  \
SAFM  Consumer Defensive          22320200       4.01  829123968   

     totalCashPerShare totalDebt totalRevenue trailingPE  
SAFM            37.147  20690000   5623608832    5.38993  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	208.309998	186.953267	199.289207	211.625148	191.30127	7.50937	176.282531	206.320009

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
SAFM	1.334104	208.309998	5061001.171875	0.98121	0.675913	0.476629

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -74.80001831054688
Sector Volume Factor: 1.4135920452708397
Sector Risk Trend Factor: -2.283970024749523
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, None]
best inner cv score, sdev (11 folds): 435.2291108176721 593.833764340624
test cv mean error, stdev (10 folds): 459.8899865755935 617.424203375141
sell date: 2022-06-24
expected return: -0.0012086240294819552
discounted return: -0.00020153885574014652
quarter return: 0.9816274284294342

['options', ('2022-08-19', '2022-12-16')]
symbol: SJI
sector: error
sector: error
Index: SP600
vol_30d_2yr: 26850614.0625
Sector 1YMF: 2.720003128051758
1YMF: 2.720003128051758
risk trend factor: 1.295238173088975
Empty DataFrame
Columns: []
Index: [SJI]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	34.200001	33.571564	34.29746	35.023356	34.252857	0.376732	33.499393	35.006321

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
SJI	0.791297	34.200001	26850614.0625	0.934426	0.172286	0.415691

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'add', True]
best inner cv score, sdev (11 folds): 8.124417003418456 7.859126305360561
test cv mean error, stdev (10 folds): 8.673775444676817 8.038839881457797
sell date: 2022-09-02
expected return: 0.062094459769236734
discounted return: 0.0007929835089000026
quarter return: 1.075650475691347

['options', ('2022-07-15',)]
symbol: LNTH
sector: Healthcare
Index: SP600
vol_30d_2yr: 14149384.1796875
Sector 1YMF: 22.491004943847656
1YMF: 22.491004943847656
risk trend factor: 1.1787739665678139
          beta currentRatio debtToEquity earningsGrowth     ebitda  \
LNTH  0.750453        1.828       36.846          3.692  108329000   

     ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
LNTH       0.20002  18.234236     77142872      0.50913    187695000   

     heldPercentInstitutions                industry   marketCap  \
LNTH                 1.01237  Diagnostics & Research  4167462400   

     operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
LNTH          54362000          0.11518           0     0.55    8.071249   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
LNTH                     7.695022      -0.06892      1.563        0.04389   

     returnOnEquity revenueGrowth revenuePerShare      sector  \
LNTH       -0.07151         1.258           7.998  Healthcare   

     sharesOutstanding shortRatio  totalCash totalCashPerShare  totalDebt  \
LNTH          68634096       1.86  105355000             1.535  190072992   

     totalRevenue  
LNTH    541579008  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	60.720001	58.693247	66.262412	73.831578	61.742857	5.236883	51.269091	72.216623

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
LNTH	1.823238	60.720001	14149384.179688	0.79355	0.965336	0.533209

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -122.20997619628906
Sector Volume Factor: 1.2238851152317325
Sector Risk Trend Factor: -3.3236323632363236
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 44.12135433697958 56.91591689823112
test cv mean error, stdev (10 folds): 42.361417550444955 59.40784968218662
sell date: 2022-09-23
expected return: 0.26388207127562513
discounted return: 0.0024172260009476254
quarter return: 1.2487167790741427

['quarterly_balance_sheet',                                    2022-03-31   2021-12-31   2021-09-30  \
Intangible Assets                 340204000.0  348510000.0  356883000.0   
Capital Surplus                   691516000.0  685472000.0  680819000.0   
Total Liab                        417316000.0  399345000.0  348472000.0   
Total Stockholder Equity          515850000.0  464439000.0  499344000.0   
Other Current Liab                 89178000.0          NaN          NaN   
Total Assets                      933166000.0  863784000.0  847816000.0   
Common Stock                         686000.0     677000.0     677000.0   
Other Current Assets               12860000.0    2705000.0   12043000.0   
Retained Earnings                -178263000.0 -221225000.0 -181010000.0   
Other Liab                         64083000.0  129181000.0   88437000.0   
Good Will                          61189000.0   61189000.0   61189000.0   
Treasury Stock                      1911000.0    -485000.0   -1142000.0   
Other Assets                       78005000.0   92734000.0  103495000.0   
Cash                              105355000.0   98508000.0   91475000.0   
Total Current Liabilities         177657000.0   90497000.0   76903000.0   
Deferred Long Term Asset Charges   47868000.0   62764000.0   66493000.0   
Short Long Term Debt               12500000.0   11607000.0   10766000.0   
Other Stockholder Equity            1911000.0    -485000.0   -1142000.0   
Property Plant Equipment          125634000.0  125560000.0  124728000.0   
Total Current Assets              324747000.0  235791000.0  201521000.0   
Long Term Investments               3387000.0          NaN          NaN   
Net Tangible Assets               114457000.0   54740000.0   81272000.0   
Net Receivables                   172283000.0   89336000.0   64054000.0   
Long Term Debt                    159165000.0  162729000.0  166479000.0   
Inventory                          34249000.0   35129000.0   33949000.0   
Accounts Payable                   22383000.0   20787000.0   20508000.0   

                                   2021-06-30  
Intangible Assets                 365259000.0  
Capital Surplus                   676059000.0  
Total Liab                        349662000.0  
Total Stockholder Equity          508140000.0  
Other Current Liab                        NaN  
Total Assets                      857802000.0  
Common Stock                         676000.0  
Other Current Assets                8102000.0  
Retained Earnings                -167595000.0  
Other Liab                        106587000.0  
Good Will                          61189000.0  
Treasury Stock                     -1000000.0  
Other Assets                      126648000.0  
Cash                               91500000.0  
Total Current Liabilities          73826000.0  
Deferred Long Term Asset Charges   64777000.0  
Short Long Term Debt               11269000.0  
Other Stockholder Equity           -1000000.0  
Property Plant Equipment          118493000.0  
Total Current Assets              186213000.0  
Long Term Investments                     NaN  
Net Tangible Assets                81692000.0  
Net Receivables                    54892000.0  
Long Term Debt                    168514000.0  
Inventory                          31719000.0  
Accounts Payable                   21471000.0  ]
['quarterly_cashflow',                                            2022-03-31  2021-12-31  2021-09-30  \
Change To Liabilities                       1506000.0    649000.0  -1112000.0   
Total Cashflows From Investing Activities  -1390000.0  -4544000.0  -2420000.0   
Net Borrowings                             -2609000.0  -2591000.0  -2620000.0   
Total Cash From Financing Activities       -2179000.0  -2100000.0  -1726000.0   
Change To Operating Activities             -1674000.0  10133000.0   3754000.0   
Issuance Of Stock                           5934000.0    678000.0    961000.0   
Net Income                                 42962000.0 -40215000.0 -13415000.0   
Change In Cash                              6846000.0   7034000.0    -25000.0   
Repurchase Of Stock                        -5504000.0   -187000.0    -67000.0   
Effect Of Exchange Rate                      151000.0   -211000.0   -219000.0   
Total Cash From Operating Activities       10264000.0  13889000.0   4340000.0   
Depreciation                               11786000.0  12200000.0  12339000.0   
Change To Inventory                        -1634000.0  -2924000.0  -2513000.0   
Change To Account Receivables             -85155000.0 -25381000.0  -9272000.0   
Change To Netincome                        42227000.0  59181000.0  14314000.0   
Capital Expenditures                       -3190000.0  -4544000.0  -2420000.0   

                                           2021-06-30  
Change To Liabilities                       1778000.0  
Total Cashflows From Investing Activities  -2656000.0  
Net Borrowings                             -2565000.0  
Total Cash From Financing Activities        -715000.0  
Change To Operating Activities              9341000.0  
Issuance Of Stock                           2043000.0  
Net Income                                -26657000.0  
Change In Cash                             22639000.0  
Repurchase Of Stock                         -193000.0  
Effect Of Exchange Rate                      141000.0  
Total Cash From Operating Activities       25869000.0  
Depreciation                                9626000.0  
Change To Inventory                        -2001000.0  
Change To Account Receivables               3897000.0  
Change To Netincome                        29700000.0  
Capital Expenditures                       -2656000.0  ]
['quarterly_earnings',            Revenue  Earnings
Quarter                     
2Q2021   101064000 -26657000
3Q2021   102073000 -13415000
4Q2021   129562000 -40215000
1Q2022   208880000  42962000]
['quarterly_financials',                                          2022-03-31   2021-12-31   2021-09-30  \
Research Development                     12203000.0   11293000.0   11252000.0   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                        57901000.0  -41007000.0  -19837000.0   
Minority Interest                              None         None         None   
Net Income                               42962000.0  -40215000.0  -13415000.0   
Selling General Administrative           57942000.0   42593000.0   36205000.0   
Gross Profit                            129070000.0   57908000.0   42669000.0   
Ebit                                     58925000.0    4022000.0   -4788000.0   
Operating Income                         58925000.0    4022000.0   -4788000.0   
Other Operating Expenses                       None         None         None   
Interest Expense                         -1509000.0   -1528000.0   -1569000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                       14939000.0    -792000.0   -6422000.0   
Total Revenue                           208880000.0  129562000.0  102073000.0   
Total Operating Expenses                149955000.0  125540000.0  106861000.0   
Cost Of Revenue                          79810000.0   71654000.0   59404000.0   
Total Other Income Expense Net           -1024000.0  -45029000.0  -15049000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops           42962000.0  -40215000.0  -13415000.0   
Net Income Applicable To Common Shares   42962000.0  -40215000.0  -13415000.0   

                                         2021-06-30  
Research Development                     12061000.0  
Effect Of Accounting Charges                   None  
Income Before Tax                       -28536000.0  
Minority Interest                              None  
Net Income                              -26657000.0  
Selling General Administrative           60808000.0  
Gross Profit                             46088000.0  
Ebit                                    -26781000.0  
Operating Income                        -26781000.0  
Other Operating Expenses                       None  
Interest Expense                         -1937000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                       -1879000.0  
Total Revenue                           101064000.0  
Total Operating Expenses                127845000.0  
Cost Of Revenue                          54976000.0  
Total Other Income Expense Net           -1755000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops          -26657000.0  
Net Income Applicable To Common Shares  -26657000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0                      iShares Core S&P Smallcap ETF  4760862    2022-01-30   
1             Vanguard Total Stock Market Index Fund  1818068    2021-12-30   
2                           iShares Russell 2000 ETF  1546604    2022-01-30   
3               Artisan International Small-Mid Fund  1430335    2021-12-30   
4                      Thrivent Small Cap Stock Fund   983011    2022-01-30   
5                Vanguard Extended Market Index Fund   869393    2021-12-30   
6                     John Hancock Small Cap Core Fd   846280    2022-01-30   
7  Blair (William) Mutual Funds,Inc-Small Cap Val...   724920    2022-02-27   
8                Price (T.Rowe) Small-Cap Value Fund   720839    2021-12-30   
9                Price (T.Rowe) Health Sciences Fund   720458    2021-12-30   

    % Out      Value  
0  0.0694  120973503  
1  0.0265   52523984  
2  0.0225   39299207  
3  0.0208   41322378  
4  0.0143   24978309  
5  0.0127   25116763  
6  0.0123   21503974  
7  0.0106   34665674  
8  0.0105   20825038  
9  0.0105   20814031  ]
['options', ('2022-07-15',)]
symbol: ROG
sector: error
sector: error
Index: SP600
vol_30d_2yr: 3248345.8984375
Sector 1YMF: 22.989990234375
1YMF: 22.989990234375
risk trend factor: 1.068804267635208
Empty DataFrame
Columns: []
Index: [ROG]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	259.380005	254.172765	260.19492	266.217074	267.576983	6.298768	254.979447	280.17452

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
ROG	0.980653	259.380005	3248345.898438	0.91539	0.71811	0.478768

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 1011.9720205311853 1503.6247098356484
test cv mean error, stdev (10 folds): 1106.8167127613508 1545.32393368847
sell date: 2022-09-23
expected return: 0.1391103510623887
discounted return: 0.0013436602947727305
quarter return: 1.131488216494553

symbol: TWI
sector: Industrials
Index: SP600
vol_30d_2yr: 10530212.5
Sector 1YMF: 6.0800018310546875
1YMF: 6.0800018310546875
risk trend factor: 0.9310876079145333
         beta currentRatio debtToEquity earningsGrowth     ebitda  \
TWI  2.412885        1.853      219.119          0.682  163579008   

    ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
TWI       0.08464   8.09589    -24455124      0.13457    227051000   

    heldPercentInstitutions                             industry   marketCap  \
TWI                 0.77816  Farm & Heavy Construction Machinery  1110906752   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
TWI           8171000          0.06043           0     0.38    4.470499   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
TWI                     0.574797       0.03101      0.829        0.06237   

    returnOnEquity revenueGrowth revenuePerShare       sector  \
TWI        0.28169         0.378          30.825  Industrials   

    sharesOutstanding shortRatio totalCash totalCashPerShare  totalDebt  \
TWI          62656900       2.29  98144000             1.566  538417984   

    totalRevenue trailingPE  
TWI   1932694016  18.801697  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	17.52	16.247353	18.072381	19.897408	15.954921	1.924943	12.105034	19.804807

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
TWI	1.389288	17.52	10530212.5	0.876816	0.791457	0.500704

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -141.5800018310547
Sector Volume Factor: 0.8696853533786545
Sector Risk Trend Factor: -4.514668337867341
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'mul', False]
best inner cv score, sdev (11 folds): 4.4397757974774485 6.24831348618501
test cv mean error, stdev (10 folds): 4.868334990724327 6.397286244207556
sell date: 2022-09-23
expected return: 0.40453744844593575
discounted return: 0.0035082843170333167
quarter return: 1.3801570639888343

['options', ('2022-07-15',)]
symbol: PBF
sector: Energy
Index: SP600
vol_30d_2yr: 92668774.0234375
Sector 1YMF: 17.619998931884766
1YMF: 17.619998931884766
risk trend factor: 0.8876574451557954
         beta currentRatio debtToEquity     ebitda ebitdaMargins  forwardPE  \
PBF  2.259981        1.254      197.914  690400000       0.02194  11.930909   

    freeCashflow grossMargins grossProfits heldPercentInstitutions  \
PBF    284750016       0.0362    671100000                 0.80139   

                           industry   marketCap operatingCashflow  \
PBF  Oil & Gas Refining & Marketing  3964366848         803299968   

    operatingMargins payoutRatio pegRatio priceToBook  \
PBF           0.0135           0    -0.18    2.070946   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PBF                     0.125972       0.00798      0.629        0.02192   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
PBF        0.14223         0.856         261.505  Energy         120828000   

    shortRatio   totalCash totalCashPerShare   totalDebt totalRevenue  \
PBF       2.81  1434599936            11.873  4999499776  31470299136   

    trailingPE  
PBF  15.904024  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	32.98	27.175062	35.668889	44.162716	29.964286	5.34115	19.281986	40.646585

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
PBF	0.835417	32.98	92668774.023438	0.721917	0.581704	0.554972

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'add', True]
best inner cv score, sdev (11 folds): 32.03876276506622 24.823205586847095
test cv mean error, stdev (10 folds): 30.71500796571063 25.661938537196313
sell date: 2022-06-24
expected return: -0.0025007517238123207
discounted return: -0.00041722690767520554
quarter return: 0.962334779386255

['options', ('2022-07-15', '2022-12-16', '2023-01-20', '2024-01-19')]
symbol: GO
sector: Consumer Defensive
Index: SP400
vol_30d_2yr: 21744971.2890625
Sector 1YMF: 9.090003967285156
1YMF: 9.090003967285156
risk trend factor: 0.8421349867224205
        beta currentRatio debtToEquity earningsGrowth     ebitda  \
GO -0.204778        1.904      144.187         -0.368  158646000   

   ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
GO       0.05023  34.782608    -14480875      0.30639    948786000   

   heldPercentInstitutions        industry   marketCap operatingCashflow  \
GO                  1.0557  Grocery Stores  3854695936         175503008   

   operatingMargins payoutRatio pegRatio priceToBook  \
GO          0.02681           0      3.5    3.760813   

   priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
GO                     1.220403       0.01741      0.611        0.02033   

   returnOnEquity revenueGrowth revenuePerShare              sector  \
GO        0.05577         0.105          32.914  Consumer Defensive   

   sharesOutstanding shortRatio  totalCash totalCashPerShare   totalDebt  \
GO          96367400       6.55  137996000             1.432  1476578944   

   totalRevenue trailingPE  
GO   3158543104   71.42857  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	40.150002	35.915072	38.024936	40.134801	35.226667	2.439389	30.347888	40.105445

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
GO	1.191531	40.150002	21744971.289062	0.687007	0.173605	0.403873

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -74.80001831054688
Sector Volume Factor: 1.4135920452708397
Sector Risk Trend Factor: -2.283970024749523
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 23.788531080664846 17.286788357766444
test cv mean error, stdev (10 folds): 23.78853331644342 17.286791788688287
sell date: 2022-07-22
expected return: 0.12744091149424003
discounted return: 0.0035341830305344324
quarter return: 1.38343789336099

['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: HRB
sector: Consumer Cyclical
Index: SP400
vol_30d_2yr: 54249330.46875
Sector 1YMF: 9.64000129699707
1YMF: 9.64000129699707
risk trend factor: 0.73141120475963
         beta currentRatio debtToEquity dividendRate dividendYield  \
HRB  0.695099        1.103     5314.905         1.08        0.0327   

    earningsGrowth     ebitda ebitdaMargins forwardPE grossMargins  \
HRB         -0.008  806428032       0.30238  8.967391        0.472   

    grossProfits heldPercentInstitutions           industry   marketCap  \
HRB   1400058000                 0.93136  Personal Services  5266601984   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
HRB          80728000          0.25066      0.3344     0.99   117.43773   

    priceToSalesTrailing12Months profitMargins quickRatio revenueGrowth  \
HRB                      1.97476       0.16063      0.971         0.039   

    revenuePerShare             sector sharesOutstanding shortRatio  \
HRB          15.645  Consumer Cyclical         159594000        3.1   

      totalCash totalCashPerShare   totalDebt totalRevenue trailingPE  
HRB  1041740032             6.527  2384054016   2666958080  13.502455  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	33.0	32.411108	34.624444	36.837781	29.692222	4.042801	21.60662	37.777824

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
HRB	0.963511	33.0	54249330.46875	0.83894	0.727369	0.435637

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -359.96002197265625
Sector Volume Factor: 1.2928194874233667
Sector Risk Trend Factor: -4.72140697901556
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', False]
best inner cv score, sdev (11 folds): 6.864336558336649 6.361525597489048
test cv mean error, stdev (10 folds): 7.2923108715859275 6.519291756252031
sell date: 2022-08-26
expected return: 0.06514875311312678
discounted return: 0.0009151208401509958
quarter return: 1.0877948985018

['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: AZPN
sector: Technology
Index: SP400
vol_30d_2yr: 9413646.875
Sector 1YMF: 44.3599853515625
1YMF: 44.3599853515625
risk trend factor: 0.7193120754472356
     currentRatio debtToEquity earningsGrowth    ebitda ebitdaMargins  \
AZPN        1.176       40.561          0.231  27337000       0.08523   

      forwardPE grossMargins grossProfits heldPercentInstitutions  \
AZPN  34.490196      0.46746    137630000                 1.03086   

                  industry    marketCap operatingCashflow operatingMargins  \
AZPN  Software—Application  12029022208          45755000         -0.08421   

     payoutRatio pegRatio priceToBook priceToSalesTrailing12Months  \
AZPN           0     4.59   16.632854                    37.503967   

     profitMargins quickRatio revenueGrowth revenuePerShare      sector  \
AZPN      -0.07406      1.116         0.154           4.811  Technology   

     sharesOutstanding shortRatio  totalCash totalCashPerShare  totalDebt  \
AZPN          62168700       2.78  285216992             4.282  314292000   

     totalRevenue  
AZPN    320740000  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	189.199997	179.517829	194.02619	208.534551	172.712063	17.04983	138.612402	206.811723

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
AZPN	0.677612	189.199997	9413646.875	0.817172	0.799656	0.381343

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -363.4599914550781
Sector Volume Factor: 1.1528457613891094
Sector Risk Trend Factor: -4.954471974241429
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'mul', False]
best inner cv score, sdev (11 folds): 489.454013865896 509.74593432044645
test cv mean error, stdev (10 folds): 536.2813274769147 511.57059288027745
sell date: 2022-09-23
expected return: 0.06468623197866812
discounted return: 0.000646395812373024
quarter return: 1.0612518511466449

['options', ('2022-07-15', '2022-12-16')]
symbol: CEIX
sector: Energy
Index: SP600
vol_30d_2yr: 10292389.84375
Sector 1YMF: 13.870006561279297
1YMF: 13.870006561279297
risk trend factor: 0.677246429262603
          beta currentRatio debtToEquity     ebitda ebitdaMargins forwardPE  \
CEIX  2.034072        0.842       95.981  241890000       0.16404  2.585434   

     freeCashflow grossMargins grossProfits heldPercentInstitutions  \
CEIX    252373632       0.3951    422536000                 0.82577   

          industry   marketCap operatingCashflow operatingMargins payoutRatio  \
CEIX  Thermal Coal  1606689280         375780000          0.01441           0   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
CEIX    2.403771                     1.089613       0.00221      0.658   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
CEIX        0.00507         0.0052         0.616          42.718  Energy   

     sharesOutstanding shortRatio  totalCash totalCashPerShare  totalDebt  \
CEIX          34814500       2.05  222906000             6.403  641545984   

     totalRevenue trailingPE  
CEIX   1474550016   512.7778  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	46.150002	47.268535	52.341873	57.415211	46.69127	6.413974	33.863321	59.519218

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
CEIX	1.548727	46.150002	10292389.84375	0.762563	0.855686	0.521917

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 36.22631654903543 60.302806177252826
test cv mean error, stdev (10 folds): 36.22631680755455 60.30280614072491
sell date: 2022-09-16
expected return: 0.7036936565173771
discounted return: 0.005937542553579478
quarter return: 1.7239852264024262

['options', ('2022-08-19',)]
symbol: PSB
sector: error
sector: error
Index: SP400
vol_30d_2yr: 2723370.8984375
Sector 1YMF: 12.849990844726562
1YMF: 12.849990844726562
risk trend factor: 0.576750069513787
Empty DataFrame
Columns: []
Index: [PSB]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	185.919998	185.696223	186.664367	187.632511	178.031091	10.476157	157.078776	198.983405

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
PSB	2.540601	185.919998	2723370.898438	0.951471	0.840486	0.47672

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, None]
best inner cv score, sdev (11 folds): 369.7292384773061 494.7603840645874
test cv mean error, stdev (10 folds): 405.85316500636833 504.8884061424503
sell date: 2022-06-24
expected return: 0.0002559406349787676
discounted return: 4.265222420718473e-05
quarter return: 1.0039316296028944

symbol: MCK
sector: Healthcare
Index: SP500
vol_30d_2yr: 22868822.0703125
Sector 1YMF: 23.670013427734375
1YMF: 23.670013427734375
risk trend factor: 0.5738185073390152
         beta currentRatio dividendRate dividendYield      ebitda  \
MCK  0.716666         0.98         1.88        0.0058  3516999936   

    ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
MCK       0.01368  13.643667   2778374912       0.0503  11967000000   

    heldPercentInstitutions              industry    marketCap  \
MCK                   0.898  Medical Distribution  45891629056   

    operatingCashflow operatingMargins payoutRatio pegRatio  \
MCK        4917000192           0.0105      0.2521     1.05   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
MCK                     0.178562       0.00549      0.445        0.02686   

    returnOnEquity revenueGrowth revenuePerShare      sector  \
MCK       14.01754         0.096        1655.966  Healthcare   

    sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
MCK         152682000       2.69  2753999872            18.385  8098999808   

     totalRevenue  
MCK  257005993984  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	300.570007	299.443248	318.421081	337.398913	317.445859	10.066372	297.313115	337.578604

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MCK	1.048139	300.570007	22868822.070312	0.803327	0.997242	0.461301

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -122.20997619628906
Sector Volume Factor: 1.2238851152317325
Sector Risk Trend Factor: -3.3236323632363236
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 416.29612841155847 356.83690726109813
test cv mean error, stdev (10 folds): 436.74556789463134 368.05695025775367
sell date: 2022-09-16
expected return: 0.07985210210346133
discounted return: 0.000853965412807689
quarter return: 1.081697202285379

['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Intangible Assets          2.130000e+09  2.385000e+09  2.797000e+09   
Capital Surplus            7.411000e+09  7.311000e+09  7.057000e+09   
Total Liab                 6.449500e+10  6.368800e+10  6.293200e+10   
Total Stockholder Equity  -1.274000e+09 -5.710000e+08 -5.290000e+08   
Minority Interest          4.870000e+08  4.840000e+08  4.910000e+08   
Other Current Liab         5.975000e+09  3.504000e+09  6.850000e+08   
Total Assets               6.370800e+10  6.360100e+10  6.289400e+10   
Common Stock               2.000000e+06  2.000000e+06  2.000000e+06   
Other Current Assets       5.940000e+09  3.470000e+09  1.230000e+08   
Retained Earnings          8.734000e+09  8.812000e+09  8.618000e+09   
Other Liab                 1.007600e+10  9.988000e+09  1.065700e+10   
Good Will                  9.462000e+09  9.473000e+09  9.520000e+09   
Treasury Stock            -1.742100e+10 -1.669600e+10 -1.620600e+10   
Other Assets               1.971000e+09  2.173000e+09  2.607000e+09   
Cash                       2.754000e+09  2.151000e+09  2.423000e+09   
Total Current Liabilities  4.745200e+10  4.607500e+10  4.383500e+10   
Short Long Term Debt       4.660000e+08  7.500000e+07  8.070000e+08   
Other Stockholder Equity  -1.655000e+09 -1.665000e+09 -1.627000e+09   
Property Plant Equipment   3.645000e+09  3.990000e+09  4.620000e+09   
Total Current Assets       4.649800e+10  4.558000e+10  4.335000e+10   
Long Term Investments      2.000000e+06           NaN           NaN   
Net Tangible Assets       -1.286600e+10 -1.242900e+10 -1.284600e+10   
Net Receivables            1.835500e+10  2.014000e+10  2.019800e+10   
Long Term Debt             5.323000e+09  5.769000e+09  6.282000e+09   
Inventory                  1.902400e+10  1.934200e+10  2.001600e+10   
Accounts Payable           3.718300e+10  3.892200e+10  3.838900e+10   

                             2021-03-31  
Intangible Assets          3.391000e+09  
Capital Surplus            6.925000e+09  
Total Liab                 6.356900e+10  
Total Stockholder Equity  -2.100000e+07  
Minority Interest          1.467000e+09  
Other Current Liab         1.670000e+08  
Total Assets               6.501500e+10  
Common Stock               2.000000e+06  
Other Current Assets       1.340000e+08  
Retained Earnings          8.202000e+09  
Other Liab                 1.110100e+10  
Good Will                  9.493000e+09  
Treasury Stock            -1.515000e+10  
Other Assets               1.799000e+09  
Cash                       6.278000e+09  
Total Current Liabilities  4.410300e+10  
Short Long Term Debt       7.740000e+08  
Other Stockholder Equity  -1.480000e+09  
Property Plant Equipment   4.681000e+09  
Total Current Assets       4.538200e+10  
Long Term Investments      2.690000e+08  
Net Tangible Assets       -1.290500e+10  
Net Receivables            1.918100e+10  
Long Term Debt             6.292000e+09  
Inventory                  1.924600e+10  
Accounts Payable           3.897500e+10  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Change To Liabilities                      1.810000e+08  2.040000e+09   
Total Cashflows From Investing Activities -1.150000e+08 -5.800000e+07   
Net Borrowings                             3.620000e+08 -1.136000e+09   
Total Cash From Financing Activities      -4.380000e+08 -1.743000e+09   
Change To Operating Activities             3.300000e+07  1.300000e+08   
Issuance Of Stock                          6.300000e+07  4.000000e+07   
Net Income                                -7.000000e+06  2.670000e+08   
Change In Cash                             6.260000e+08 -2.000000e+06   
Repurchase Of Stock                       -7.140000e+08 -2.640000e+08   
Effect Of Exchange Rate                    1.700000e+07  7.000000e+06   
Total Cash From Operating Activities       1.377000e+09  1.792000e+09   
Depreciation                               1.850000e+08  1.950000e+08   
Other Cashflows From Investing Activities -3.000000e+07 -3.100000e+07   
Dividends Paid                            -7.200000e+07 -6.500000e+07   
Change To Inventory                       -4.950000e+08 -2.630000e+08   
Change To Account Receivables              3.860000e+08 -1.266000e+09   
Other Cashflows From Financing Activities -7.700000e+07 -3.180000e+08   
Change To Netincome                        9.580000e+08  5.950000e+08   
Capital Expenditures                      -6.700000e+07 -9.300000e+07   

                                             2021-06-30    2021-03-31  
Change To Liabilities                     -6.090000e+08  2.507000e+09  
Total Cashflows From Investing Activities -9.900000e+07 -2.050000e+08  
Net Borrowings                            -2.000000e+06 -1.620000e+08  
Total Cash From Financing Activities      -2.151000e+09 -5.170000e+08  
Change To Operating Activities            -1.650000e+08  3.700000e+07  
Issuance Of Stock                          7.100000e+07  3.700000e+07  
Net Income                                 4.860000e+08  6.660000e+08  
Change In Cash                            -3.861000e+09  2.664000e+09  
Repurchase Of Stock                       -1.008000e+09 -2.440000e+08  
Effect Of Exchange Rate                    1.100000e+07  1.600000e+07  
Total Cash From Operating Activities      -1.622000e+09  3.370000e+09  
Depreciation                               2.180000e+08  2.210000e+08  
Other Cashflows From Investing Activities -2.200000e+07 -6.400000e+07  
Dividends Paid                            -6.900000e+07 -6.700000e+07  
Change To Inventory                       -9.010000e+08 -2.300000e+08  
Change To Account Receivables             -1.045000e+09 -3.550000e+08  
Other Cashflows From Financing Activities -1.143000e+09 -8.100000e+07  
Change To Netincome                        4.480000e+08  8.740000e+08  
Capital Expenditures                      -9.300000e+07 -1.580000e+08  ]
['quarterly_earnings',              Revenue   Earnings
Quarter                        
1Q2021   59142000000  666000000
2Q2021   62674000000  486000000
3Q2021   66576000000  267000000
4Q2021   68614000000   -7000000]
['quarterly_financials',                                            2021-12-31     2021-09-30  \
Research Development                             None           None   
Effect Of Accounting Charges                     None           None   
Income Before Tax                         277000000.0    442000000.0   
Minority Interest                         487000000.0    484000000.0   
Net Income                                 -7000000.0    267000000.0   
Selling General Administrative           3105000000.0   2669000000.0   
Gross Profit                             3428000000.0   3352000000.0   
Ebit                                      323000000.0    683000000.0   
Operating Income                          323000000.0    683000000.0   
Other Operating Expenses                         None           None   
Interest Expense                          -41000000.0    -45000000.0   
Extraordinary Items                              None           None   
Non Recurring                                    None           None   
Other Items                                      None           None   
Income Tax Expense                        238000000.0    132000000.0   
Total Revenue                           68614000000.0  66576000000.0   
Total Operating Expenses                68291000000.0  65893000000.0   
Cost Of Revenue                         65186000000.0  63224000000.0   
Total Other Income Expense Net            -46000000.0   -241000000.0   
Discontinued Operations                           NaN            NaN   
Net Income From Continuing Ops             39000000.0    310000000.0   
Net Income Applicable To Common Shares     -7000000.0    267000000.0   

                                           2021-06-30     2021-03-31  
Research Development                             None           None  
Effect Of Accounting Charges                     None           None  
Income Before Tax                         562000000.0   1029000000.0  
Minority Interest                         491000000.0   1467000000.0  
Net Income                                486000000.0    666000000.0  
Selling General Administrative           2232000000.0   2224000000.0  
Gross Profit                             3032000000.0   3116000000.0  
Ebit                                      800000000.0    892000000.0  
Operating Income                          800000000.0    892000000.0  
Other Operating Expenses                         None           None  
Interest Expense                          -49000000.0    -52000000.0  
Extraordinary Items                              None           None  
Non Recurring                                    None           None  
Other Items                                      None           None  
Income Tax Expense                         26000000.0    316000000.0  
Total Revenue                           62674000000.0  59142000000.0  
Total Operating Expenses                61874000000.0  58250000000.0  
Cost Of Revenue                         59642000000.0  56026000000.0  
Total Other Income Expense Net           -238000000.0    137000000.0  
Discontinued Operations                    -3000000.0     -3000000.0  
Net Income From Continuing Ops            536000000.0    713000000.0  
Net Income Applicable To Common Shares    486000000.0    666000000.0  ]
['mutualfund_holders',                                    Holder   Shares Date Reported   % Out  \
0  Vanguard Total Stock Market Index Fund  4329453    2021-12-30  0.0298   
1                 Vanguard 500 Index Fund  3233507    2021-12-30  0.0222   
2       MFS Series Trust I-MFS Value Fund  2893200    2022-02-27  0.0199   
3         JP Morgan Large Cap Growth Fund  2293009    2021-12-30  0.0158   
4             Vanguard Mid-Cap Index Fund  1726299    2021-12-30  0.0119   
5                  SPDR S&P 500 ETF Trust  1640864    2022-01-30  0.0113   
6                 Fidelity 500 Index Fund  1563585    2022-02-27  0.0108   
7                iShares Core S&P 500 ETF  1269846    2022-01-30  0.0087   
8             Putnam Large Cap Value Fund  1220237    2022-01-30  0.0084   
9         Vanguard Index-Value Index Fund  1166709    2021-12-30  0.0080   

        Value  
0  1076172132  
1   803752834  
2   795514272  
3   569973247  
4   429106142  
5   421242606  
6   429923331  
7   325994865  
8   313259242  
9   290008856  ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                             Value
2022-5                           
palmOil                     False
controversialWeapons        False
gambling                    False
socialScore                  7.37
nuclear                     False
furLeather                  False
alcoholic                   False
gmo                         False
catholic                    False
socialPercentile                0
peerCount                      58
governanceScore              5.52
environmentPercentile           0
animalTesting               False
tobacco                     False
totalEsg                    15.17
highestControversy              3
esgPerformance           LAG_PERF
coal                        False
pesticides                  False
adult                       False
percentile                  10.18
peerGroup              Healthcare
smallArms                   False
environmentScore             2.29
governancePercentile            0
militaryContract            False]
symbol: GCP
sector: error
sector: error
Index: SP600
vol_30d_2yr: 8243886.328125
Sector 1YMF: 0.45000267028808594
1YMF: 0.45000267028808594
risk trend factor: 0.5027960224875223
Empty DataFrame
Columns: []
Index: [GCP]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	30.93	30.835356	31.038381	31.241406	31.187778	0.232375	30.723027	31.652528

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
GCP	1.87078	30.93	8243886.328125	0.913628	0.155232	0.442804

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'mul', False]
best inner cv score, sdev (11 folds): 8.24007593643425 9.316800374474898
test cv mean error, stdev (10 folds): 8.753590751571059 9.621973498794299
sell date: 2022-09-09
expected return: 0.03288150330289676
discounted return: 0.00038986480080027697
quarter return: 1.0365113174464204

['options', ('2022-08-19', '2022-12-16')]
symbol: WRB
sector: Financial Services
Index: SP500
vol_30d_2yr: 24741280.6640625
Sector 1YMF: 2.7066688537597656
1YMF: 2.7066688537597656
risk trend factor: 0.37488481940951457
         beta currentRatio debtToEquity dividendRate dividendYield  \
WRB  0.741517        0.453       44.413         0.35        0.0049   

    earningsGrowth      ebitda ebitdaMargins  forwardPE freeCashflow  \
WRB          1.585  1969144064       0.19279  15.017057   2491864832   

    grossMargins grossProfits heldPercentInstitutions  \
WRB      0.44661   4029355000                 0.69611   

                          industry    marketCap operatingCashflow  \
WRB  Insurance—Property & Casualty  18677542912        2350679040   

    operatingMargins payoutRatio pegRatio priceToBook  \
WRB          0.18096        0.07     1.94    2.720776   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
WRB                     1.828621       0.13546      0.278        0.03724   

    returnOnEquity revenueGrowth revenuePerShare              sector  \
WRB        0.20909         0.352           36.85  Financial Services   

    sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
WRB         265192992       1.22  3303750912            12.458  3059073024   

    totalRevenue trailingPE  
WRB  10214005760  14.222536  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	66.82	65.019435	68.896032	72.772628	67.946191	1.725853	64.494485	71.397896

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
WRB	1.220256	66.82	24741280.664062	0.845794	0.942554	0.452599

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -72.2699966430664
Sector Volume Factor: 1.2707168073107045
Sector Risk Trend Factor: -4.617890709055871
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'add', True]
best inner cv score, sdev (11 folds): 34.12905588548999 62.70947455214477
test cv mean error, stdev (10 folds): 37.07787258818386 65.03903145015686
sell date: 2022-07-15
expected return: 0.049542609100456374
discounted return: 0.001792510514275314
quarter return: 1.1791140381877312

['options', ('2022-07-15',)]
['sustainability',                            Value
2022-5                          
palmOil                    False
controversialWeapons       False
gambling                   False
socialScore                 7.83
nuclear                    False
furLeather                 False
alcoholic                  False
gmo                        False
catholic                   False
socialPercentile            None
peerCount                     96
governanceScore            12.16
environmentPercentile       None
animalTesting              False
tobacco                    False
totalEsg                   21.95
highestControversy             1
esgPerformance          AVG_PERF
coal                       False
pesticides                 False
adult                      False
percentile                 31.22
peerGroup              Insurance
smallArms                  False
environmentScore            1.95
governancePercentile        None
militaryContract           False]
symbol: FCN
sector: error
sector: error
Index: SP400
vol_30d_2yr: 6853053.3203125
Sector 1YMF: 6.7500152587890625
1YMF: 6.7500152587890625
risk trend factor: 0.3590433065465876
Empty DataFrame
Columns: []
Index: [FCN]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	164.020004	159.077845	165.278412	171.47898	162.282857	5.027495	152.227867	172.337847

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
FCN	0.694756	164.020004	6853053.320312	0.888589	0.922824	0.404937

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'add', True]
best inner cv score, sdev (11 folds): 113.70674145487628 46.52872208500513
test cv mean error, stdev (10 folds): 109.63912895990282 46.89790816448097
sell date: 2022-09-02
expected return: 0.1364131271629469
discounted return: 0.001684007435712731
quarter return: 1.1674225614352378

symbol: XOM
sector: Energy
Index: SP500
vol_30d_2yr: 552640281.25
Sector 1YMF: 9.1300048828125
1YMF: 9.1300048828125
risk trend factor: 0.34741268291096833
         beta currentRatio debtToEquity dividendRate dividendYield  \
XOM  1.040834        1.072       26.929         3.52        0.0409   

    earningsGrowth       ebitda ebitdaMargins forwardPE freeCashflow  \
XOM          1.003  53895000064       0.17427  9.558269  31484874752   

    grossMargins grossProfits heldPercentInstitutions              industry  \
XOM      0.31806  90045000000                 0.56863  Oil & Gas Integrated   

        marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
XOM  362840784896       53653000192          0.10859      0.5804     0.32   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
XOM    2.143942                     1.173221       0.08339      0.739   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
XOM        0.06097         0.1559         0.525          72.369  Energy   

    sharesOutstanding shortRatio    totalCash totalCashPerShare    totalDebt  \
XOM        4213199872       1.61  11073999872             2.629  47537000448   

     totalRevenue trailingPE  
XOM  309269004288  14.281923  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	86.120003	88.433461	96.553809	104.674158	88.917204	6.448671	76.019861	101.814547

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
XOM	1.153813	86.120003	552640281.25	0.738786	0.784328	0.530974

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 135.34503845255395 164.1915316416947
test cv mean error, stdev (10 folds): 148.3675395927328 166.70199015093507
sell date: 2022-09-23
expected return: 0.10644560071069155
discounted return: 0.0010433554212150309
quarter return: 1.1006915437325049

['options', ('2022-07-15', '2023-01-20', '2024-01-19', '2026-02-21')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           9.82
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       8.14
environmentPercentile                 None
animalTesting                         True
tobacco                              False
totalEsg                             36.46
highestControversy                       3
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                            81.8
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     18.51
governancePercentile                  None
militaryContract                     False]
symbol: MANT
sector: Technology
Index: SP600
vol_30d_2yr: 4428022.265625
Sector 1YMF: 5.6399993896484375
1YMF: 5.6399993896484375
risk trend factor: 0.32063661839633545
          beta currentRatio debtToEquity dividendRate dividendYield  \
MANT  0.737745        1.584       23.665         1.64          0.02   

     earningsGrowth     ebitda ebitdaMargins  forwardPE freeCashflow  \
MANT          -0.07  264191008       0.10344  25.047745     89507376   

     grossMargins grossProfits heldPercentInstitutions              industry  \
MANT      0.14856    379411000                 0.71066  Software—Application   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
MANT  3867116288         212171008          0.07374      0.4669     4.97   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
MANT    2.299301                     1.514167       0.05365      1.462   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare      sector  \
MANT         0.0485        0.08419        -0.007           62.85  Technology   

     sharesOutstanding shortRatio totalCash totalCashPerShare  totalDebt  \
MANT          39355500       2.93  53374000             1.308  396480000   

     totalRevenue trailingPE  
MANT   2553956096  28.230194  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	94.790001	94.21236	94.956032	95.699705	88.233333	5.546632	77.140069	99.326598

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MANT	2.782348	94.790001	4428022.265625	0.833671	0.571232	0.363702

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -363.4599914550781
Sector Volume Factor: 1.1528457613891094
Sector Risk Trend Factor: -4.954471974241429
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, None]
best inner cv score, sdev (11 folds): 79.08238413212514 56.43302789094877
test cv mean error, stdev (10 folds): 75.67081892433727 58.09585830158451
sell date: 2022-06-24
expected return: -0.0001107076330911617
discounted return: -1.8452123363044137e-05
quarter return: 0.9983038291148213

['options', ('2022-08-19',)]
symbol: SM
sector: Energy
Index: SP600
vol_30d_2yr: 85332599.609375
Sector 1YMF: 6.969999313354492
1YMF: 6.969999313354492
risk trend factor: 0.3050327621527311
        beta currentRatio debtToEquity dividendRate dividendYield      ebitda  \
SM  5.488235        0.717       93.916         0.02        0.0006  1315937024   

   ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
SM       0.45427  8.413136    570353344       0.8671   2136878000   

   heldPercentInstitutions       industry   marketCap operatingCashflow  \
SM                 0.88028  Oil & Gas E&P  4823732224        1396240000   

   operatingMargins payoutRatio pegRatio priceToBook  \
SM          0.18012       0.007     0.12    2.946938   

   priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
SM                      1.66518       0.11608        0.7        0.06264   

   returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
SM        0.17312         0.931          23.974  Energy         121474000   

   shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue  
SM       2.26  419887008             3.446  1986428032   2896824064  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	39.709999	36.543497	46.618254	56.693011	41.080159	5.405133	30.269893	51.890424

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
SM	0.640686	39.709999	85332599.609375	0.715458	0.803847	0.471215

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 38.188574153717546 45.77804828171256
test cv mean error, stdev (10 folds): 41.84793318398103 46.45312350427326
sell date: 2022-09-16
expected return: 1.833752341458087
discounted return: 0.011640583124967963
quarter return: 2.9001093832715084

['quarterly_balance_sheet',                              2022-03-31    2021-12-31    2021-09-30  \
Capital Surplus            1.844478e+09  1.840228e+09  1.838620e+09   
Total Liab                 3.280672e+09  3.170846e+09  3.425061e+09   
Total Stockholder Equity   2.115109e+09  2.063131e+09  1.636899e+09   
Deferred Long Term Liab    2.300000e+06  2.700000e+06  3.100000e+06   
Other Current Liab         5.381270e+08  4.047460e+08  5.520440e+08   
Total Assets               5.395781e+09  5.233977e+09  5.061960e+09   
Common Stock               1.219000e+06  1.219000e+06  1.215000e+06   
Other Current Assets       9.649000e+06  2.409500e+07  2.451400e+07   
Retained Earnings          2.820790e+08  2.345330e+08 -1.903670e+08   
Other Liab                 2.415590e+08  1.809150e+08  2.438640e+08   
Treasury Stock            -1.266700e+07 -1.284900e+07 -1.256900e+07   
Other Assets               5.397300e+07  2.576600e+07  6.020700e+07   
Cash                       4.198870e+08  3.327160e+08  2.980000e+07   
Total Current Liabilities  1.058721e+09  8.893270e+08  1.103567e+09   
Other Stockholder Equity  -1.266700e+07 -1.284900e+07 -1.256900e+07   
Property Plant Equipment   4.582973e+09  4.595024e+09  4.665483e+09   
Total Current Assets       7.588350e+08  6.131870e+08  3.362700e+08   
Net Tangible Assets        2.115109e+09  2.063131e+09  1.636899e+09   
Net Receivables            3.210760e+08  2.472010e+08  2.722480e+08   
Long Term Debt             1.980392e+09  2.081164e+09  2.077630e+09   
Accounts Payable           5.145580e+08  2.507200e+07  5.424740e+08   

                             2021-06-30  
Capital Surplus            1.838859e+09  
Total Liab                 3.500489e+09  
Total Stockholder Equity   1.552509e+09  
Deferred Long Term Liab    3.500000e+06  
Other Current Liab         5.450620e+08  
Total Assets               5.052998e+09  
Common Stock               1.210000e+06  
Other Current Assets       3.130300e+07  
Retained Earnings         -2.747450e+08  
Other Liab                 2.566960e+08  
Treasury Stock            -1.281500e+07  
Other Assets               6.877900e+07  
Cash                                NaN  
Total Current Liabilities  1.051668e+09  
Other Stockholder Equity  -1.281500e+07  
Property Plant Equipment   4.714809e+09  
Total Current Assets       2.694100e+08  
Net Tangible Assets        1.552509e+09  
Net Receivables            2.295120e+08  
Long Term Debt             2.192125e+09  
Accounts Payable           4.962850e+08  ]
['quarterly_cashflow',                                             2022-03-31   2021-12-31  \
Change To Liabilities                              0.0  218238000.0   
Total Cashflows From Investing Activities -150127000.0 -122484000.0   
Net Borrowings                            -104770000.0 -104770000.0   
Total Cash From Financing Activities      -104794000.0   -4230000.0   
Change To Operating Activities            -137962000.0  -51950000.0   
Net Income                                  48764000.0  424900000.0   
Change In Cash                              87171000.0  302916000.0   
Total Cash From Operating Activities       342092000.0  429630000.0   
Depreciation                               160481000.0  208761000.0   
Other Cashflows From Financing Activities     -24000.0   -4339000.0   
Change To Netincome                        266799000.0 -273197000.0   
Capital Expenditures                      -150127000.0 -124576000.0   
Issuance Of Stock                                  NaN    1324000.0   
Dividends Paid                                     NaN   -1215000.0   
Change To Account Receivables                      NaN -101047000.0   
Other Cashflows From Investing Activities          NaN          NaN   

                                            2021-09-30   2021-06-30  
Change To Liabilities                              0.0          0.0  
Total Cashflows From Investing Activities -174795000.0 -222322000.0  
Net Borrowings                            -118792000.0  -74213000.0  
Total Cash From Financing Activities      -123524000.0  -74077000.0  
Change To Operating Activities              21078000.0   82529000.0  
Net Income                                  85593000.0 -222995000.0  
Change In Cash                              29800000.0   29800000.0  
Total Cash From Operating Activities       328119000.0  296399000.0  
Depreciation                               211451000.0  213464000.0  
Other Cashflows From Financing Activities   -4732000.0      -1000.0  
Change To Netincome                          6092000.0  218679000.0  
Capital Expenditures                      -183409000.0 -222614000.0  
Issuance Of Stock                            1324000.0    1315000.0  
Dividends Paid                              -1215000.0   -1178000.0  
Change To Account Receivables             -101047000.0 -101047000.0  
Other Cashflows From Investing Activities    -221000.0     292000.0  ]
['quarterly_earnings',            Revenue   Earnings
Quarter                      
2Q2021   538649000 -222995000
3Q2021   724539000   85593000
4Q2021   814260000  424900000
1Q2022   819376000   48764000]
['quarterly_financials',                                          2022-03-31   2021-12-31   2021-09-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                        61625000.0  434933000.0   85554000.0   
Minority Interest                              None         None         None   
Net Income                               48764000.0  424900000.0   85593000.0   
Selling General Administrative           24996000.0   37062000.0   25530000.0   
Gross Profit                            723085000.0  714875000.0  629894000.0   
Ebit                                    101736000.0  474411000.0  126257000.0   
Operating Income                        101736000.0  474411000.0  126257000.0   
Other Operating Expenses                426826000.0  -17909000.0  257947000.0   
Interest Expense                        -39387000.0  -40085000.0  -40861000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                       12861000.0   10033000.0     -39000.0   
Total Revenue                           819376000.0  814260000.0  724539000.0   
Total Operating Expenses                717640000.0  339849000.0  598282000.0   
Cost Of Revenue                          96291000.0   99385000.0   94645000.0   
Total Other Income Expense Net          -40111000.0  -39478000.0  -40703000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops           48764000.0  424900000.0   85593000.0   
Net Income Applicable To Common Shares   48764000.0  424900000.0   85593000.0   

                                         2021-06-30  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                      -223157000.0  
Minority Interest                              None  
Net Income                             -222995000.0  
Selling General Administrative           24639000.0  
Gross Profit                            443993000.0  
Ebit                                   -180624000.0  
Operating Income                       -180624000.0  
Other Operating Expenses                377800000.0  
Interest Expense                        -39536000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                        -162000.0  
Total Revenue                           538649000.0  
Total Operating Expenses                719273000.0  
Cost Of Revenue                          94656000.0  
Total Other Income Expense Net          -42533000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops         -222995000.0  
Net Income Applicable To Common Shares -222995000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0                      iShares Core S&P Smallcap ETF  8545223    2022-01-30   
1             Vanguard Total Stock Market Index Fund  3454105    2021-12-30   
2                      Vanguard Small-Cap Index Fund  3058030    2021-12-30   
3                           iShares Russell 2000 ETF  2729906    2022-01-30   
4  SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp...  2729590    2022-01-30   
5                Vanguard Small Cap Value Index Fund  1938357    2021-12-30   
6                Vanguard Extended Market Index Fund  1597503    2021-12-30   
7               iShares S&P Small-Cap 600 Growth ETF  1404764    2022-01-30   
8                   First Trust NASDAQ Oil & Gas ETF  1361871    2022-02-27   
9                     iShares Russell 2000 Value ETF  1284094    2022-01-30   

    % Out      Value  
0  0.0701  280368766  
1  0.0283  101827015  
2  0.0251   90150724  
3  0.0224   89568215  
4  0.0224   89557847  
5  0.0159   57142764  
6  0.0131   47094388  
7  0.0115   46090306  
8  0.0112   48360039  
9  0.0105   42131124  ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
symbol: DINO
sector: Energy
Index: SP400
vol_30d_2yr: 51433534.1796875
Sector 1YMF: 6.369998931884766
1YMF: 6.369998931884766
risk trend factor: 0.2699152264297761
         beta currentRatio debtToEquity dividendRate dividendYield  \
DINO  1.54401        1.728       43.018          1.6        0.0278   

     earningsGrowth      ebitda ebitdaMargins  forwardPE freeCashflow  \
DINO              0  1260462976       0.05641  10.206038  -1079519232   

     grossMargins grossProfits heldPercentInstitutions  \
DINO       0.0784   1615735000                 0.62669   

                            industry    marketCap operatingCashflow  \
DINO  Oil & Gas Refining & Marketing  12826910720         805392000   

     operatingMargins payoutRatio pegRatio priceToBook  \
DINO          0.03909      0.1032     0.35    1.580395   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
DINO                     0.574075       0.02551      0.791        0.03679   

     returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
DINO        0.09048         1.128         134.828  Energy         223232000   

     shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue  \
DINO       3.27  592278016             2.653  3818710016  22343598080   

     trailingPE  
DINO  16.929876  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	45.0	43.432974	51.035714	58.638454	43.785397	6.19363	31.398138	56.172656

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
DINO	1.094012	45.0	51433534.179688	0.676181	0.488602	0.560442

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 70.25982731235483 77.80841854652951
test cv mean error, stdev (10 folds): 75.88424312064323 79.44551851019251
sell date: 2022-09-23
expected return: 0.08411619645637987
discounted return: 0.0008329765218499929
quarter return: 1.0796122410781488

symbol: PLAB
sector: Technology
Index: SP600
vol_30d_2yr: 10786618.9453125
Sector 1YMF: 2.2899999618530273
1YMF: 2.2899999618530273
risk trend factor: 0.26412914530661946
          beta currentRatio debtToEquity earningsGrowth     ebitda  \
PLAB  0.980357        3.417        7.842          1.889  233440992   

     ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
PLAB       0.31281  10.108109     90646496      0.30828    167044000   

     heldPercentInstitutions                             industry   marketCap  \
PLAB                 0.90554  Semiconductor Equipment & Materials  1385207808   

     operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
PLAB         195842000          0.19934           0     1.19     1.62538   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PLAB                     1.856183       0.12032      2.814        0.07156   

     returnOnEquity revenueGrowth revenuePerShare      sector  \
PLAB        0.12739          0.28          12.342  Technology   

     sharesOutstanding shortRatio  totalCash totalCashPerShare totalDebt  \
PLAB          61729400       3.37  329281984             5.433  82548000   

     totalRevenue trailingPE  
PLAB    746267008  15.338346  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	19.15	14.678059	19.802381	24.926703	17.249841	2.549321	12.151199	22.348483

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
PLAB	2.163783	19.15	10786618.945312	0.729861	0.736899	0.332818

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -363.4599914550781
Sector Volume Factor: 1.1528457613891094
Sector Risk Trend Factor: -4.954471974241429
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 4.5674735160682465 5.146782235909608
test cv mean error, stdev (10 folds): 4.2931597086211815 5.320767742517799
sell date: 2022-08-26
expected return: 0.020160538588419565
discounted return: 0.000289317288879154
quarter return: 1.0269706384550663

['options', ('2022-12-16',)]
symbol: MPC
sector: Energy
Index: SP500
vol_30d_2yr: 141817662.109375
Sector 1YMF: 6.860008239746094
1YMF: 6.860008239746094
risk trend factor: 0.20927420668724137
        beta currentRatio debtToEquity dividendRate dividendYield      ebitda  \
MPC  1.75499        1.449       89.568         2.32        0.0266  8572000256   

    ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
MPC       0.06306  11.191026  18097874944      0.08778  10443000000   

    heldPercentInstitutions                        industry    marketCap  \
MPC                 0.79745  Oil & Gas Refining & Marketing  47223455744   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
MPC        6418999808           0.0386      0.5472     0.35     1.98454   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
MPC                     0.347428       0.07964      1.045        0.03693   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
MPC        0.12817         0.679         222.006  Energy         540995008   

    shortRatio    totalCash totalCashPerShare    totalDebt  totalRevenue  \
MPC       2.78  10597000192            19.588  28034000896  135922999296   

    trailingPE  
MPC    4.97776  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	87.290001	89.493723	102.090159	114.686595	92.392331	8.807067	74.778196	110.006465

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MPC	1.221452	87.290001	141817662.109375	0.691764	0.549549	0.514371

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 143.4033886365892 157.92853524383602
test cv mean error, stdev (10 folds): 150.6730426711074 163.87263656740802
sell date: 2022-06-24
expected return: 0.012946334184793143
discounted return: 0.0021461742004171835
quarter return: 1.2180320105399547

['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability',                                       Value
2022-5                                     
palmOil                               False
controversialWeapons                  False
gambling                              False
socialScore                            7.01
nuclear                               False
furLeather                            False
alcoholic                             False
gmo                                   False
catholic                              False
socialPercentile                       None
peerCount                                39
governanceScore                        5.87
environmentPercentile                  None
animalTesting                         False
tobacco                               False
totalEsg                              28.78
highestControversy                        3
esgPerformance                     AVG_PERF
coal                                  False
pesticides                            False
adult                                 False
percentile                            57.14
peerGroup              Refiners & Pipelines
smallArms                             False
environmentScore                      15.91
governancePercentile                   None
militaryContract                      False]
symbol: LLY
sector: Healthcare
Index: SP500
vol_30d_2yr: 70977344.3359375
Sector 1YMF: 8.8499755859375
1YMF: 8.8499755859375
risk trend factor: 0.18730107060185186
         beta currentRatio debtToEquity dividendRate dividendYield  \
LLY  0.430392        1.267      174.931         3.92        0.0134   

    earningsGrowth       ebitda ebitdaMargins forwardPE freeCashflow  \
LLY          0.409  10721399808       0.36563  38.83845   4736287744   

    grossMargins grossProfits heldPercentInstitutions  \
LLY       0.7556  21345300000                 0.84303   

                       industry     marketCap operatingCashflow  \
LLY  Drug Manufacturers—General  278272606208        8062499840   

    operatingMargins payoutRatio pegRatio priceToBook  \
LLY          0.30994      0.5245     5.44   34.015434   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
LLY                     9.489974       0.20903      0.772        0.12117   

    returnOnEquity revenueGrowth revenuePerShare      sector  \
LLY        0.74019         0.148          32.376  Healthcare   

    sharesOutstanding shortRatio   totalCash totalCashPerShare    totalDebt  \
LLY         956592000       1.74  2571599872             2.857  16551999488   

    totalRevenue trailingPE  
LLY  29322799104  44.412212  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	290.899994	284.096885	302.232381	320.367877	296.315556	9.524706	277.266144	315.364968

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
LLY	0.967658	290.899994	70977344.335938	0.829733	0.979741	0.407173

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -122.20997619628906
Sector Volume Factor: 1.2238851152317325
Sector Risk Trend Factor: -3.3236323632363236
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 404.300468795574 288.1892634819623
test cv mean error, stdev (10 folds): 433.70233236467357 286.09339973931145
sell date: 2022-09-02
expected return: 0.13279535875519005
discounted return: 0.0016419827219595895
quarter return: 1.1629251651523083

['quarterly_balance_sheet',                                     2022-03-31    2021-12-31    2021-09-30  \
Intangible Assets                 7.482400e+09  7.691900e+09  7.887700e+09   
Capital Surplus                   6.656300e+09  6.833400e+09  6.758000e+09   
Total Liab                        3.745730e+10  3.965120e+10  4.023290e+10   
Total Stockholder Equity          9.330800e+09  8.979200e+09  7.757000e+09   
Minority Interest                 1.312000e+08  1.756000e+08  1.971000e+08   
Other Current Liab                3.135000e+09  3.814100e+09  2.513000e+09   
Total Assets                      4.691930e+10  4.880600e+10  4.818700e+10   
Common Stock                      5.941000e+08  5.963000e+08  5.982000e+08   
Other Current Assets              3.880000e+07  9.900000e+06  5.500000e+06   
Retained Earnings                 9.369400e+09  8.958500e+09  9.639400e+09   
Other Liab                        8.875200e+09  8.674200e+09  1.099380e+10   
Good Will                         3.892000e+09  3.892000e+09  3.884100e+09   
Treasury Stock                   -7.289000e+09 -7.409000e+09 -9.238600e+09   
Other Assets                      6.506600e+09  6.380000e+09  6.122000e+09   
Cash                              2.459200e+09  3.818500e+09  3.788200e+09   
Total Current Liabilities         1.338600e+10  1.505270e+10  1.368200e+10   
Deferred Long Term Asset Charges  2.464900e+09  2.489300e+09  2.625600e+09   
Short Long Term Debt              1.355900e+09  1.539500e+09  1.580000e+09   
Other Stockholder Equity         -7.238500e+09 -7.356300e+09 -9.185900e+09   
Property Plant Equipment          9.102700e+09  8.985100e+09  8.920400e+09   
Total Current Assets              1.696470e+10  1.845240e+10  1.780830e+10   
Long Term Investments             2.970900e+09  3.404600e+09  3.564500e+09   
Net Tangible Assets              -2.043600e+09 -2.604700e+09 -4.014800e+09   
Short Term Investments            1.091000e+08  9.010000e+07  3.710000e+07   
Net Receivables                   7.763600e+09  8.112500e+09  6.992300e+09   
Long Term Debt                    1.519610e+10  1.538700e+10  1.555710e+10   
Inventory                         3.893000e+09  3.886000e+09  3.907400e+09   
Accounts Payable                  1.433300e+09  1.670600e+09  1.566800e+09   

                                    2021-06-30  
Intangible Assets                 7.985400e+09  
Capital Surplus                   6.669200e+09  
Total Liab                        4.114550e+10  
Total Stockholder Equity          6.444400e+09  
Minority Interest                 2.191000e+08  
Other Current Liab                3.878400e+09  
Total Assets                      4.780900e+10  
Common Stock                      5.981000e+08  
Other Current Assets              5.400000e+06  
Retained Earnings                 8.530100e+09  
Other Liab                        1.127500e+10  
Good Will                         3.884200e+09  
Treasury Stock                   -9.353000e+09  
Other Assets                      6.104000e+09  
Cash                              3.220000e+09  
Total Current Liabilities         1.509320e+10  
Deferred Long Term Asset Charges  2.674900e+09  
Short Long Term Debt              1.625700e+09  
Other Stockholder Equity         -9.300300e+09  
Property Plant Equipment          8.855500e+09  
Total Current Assets              1.729550e+10  
Long Term Investments             3.684400e+09  
Net Tangible Assets              -5.425200e+09  
Short Term Investments            5.120000e+07  
Net Receivables                   6.869700e+09  
Long Term Debt                    1.477730e+10  
Inventory                         3.824900e+09  
Accounts Payable                  1.597800e+09  ]
['quarterly_cashflow',                                              2022-03-31    2021-12-31  \
Investments                               -2.320000e+07 -1.180000e+07   
Change To Liabilities                      0.000000e+00 -6.641000e+08   
Total Cashflows From Investing Activities -1.013800e+09 -3.790000e+08   
Net Borrowings                            -2.104000e+08 -2.600000e+06   
Total Cash From Financing Activities      -2.878300e+09 -1.526500e+09   
Change To Operating Activities            -4.550000e+07  2.063500e+09   
Net Income                                 1.902900e+09  1.726100e+09   
Change In Cash                            -1.359300e+09  3.030000e+07   
Repurchase Of Stock                       -1.500000e+09 -7.500000e+08   
Effect Of Exchange Rate                    3.360000e+07 -2.207000e+08   
Total Cash From Operating Activities       2.499200e+09  2.156500e+09   
Depreciation                               4.357000e+08  4.457000e+08   
Other Cashflows From Investing Activities -1.334000e+08  2.700000e+07   
Dividends Paid                            -8.855000e+08 -7.733000e+08   
Other Cashflows From Financing Activities -2.824000e+08 -6.000000e+05   
Change To Netincome                        2.061000e+08  4.592000e+08   
Capital Expenditures                      -3.654000e+08 -2.914000e+08   
Change To Inventory                                 NaN -2.359000e+08   
Change To Account Receivables                       NaN -1.278300e+09   

                                             2021-09-30    2021-06-30  
Investments                               -1.077000e+08 -2.440000e+07  
Change To Liabilities                      0.000000e+00  0.000000e+00  
Total Cashflows From Investing Activities -6.165000e+08 -4.833000e+08  
Net Borrowings                             3.077000e+08  2.000000e+08  
Total Cash From Financing Activities      -4.632000e+08 -1.083200e+09  
Change To Operating Activities            -6.665000e+08  2.212000e+08  
Net Income                                 1.110100e+09  1.390200e+09  
Change In Cash                             5.682000e+08  2.176000e+08  
Repurchase Of Stock                       -7.500000e+08 -5.000000e+08  
Effect Of Exchange Rate                    1.660000e+07  8.600000e+06  
Total Cash From Operating Activities       1.631300e+09  1.775500e+09  
Depreciation                               3.823000e+08  3.693000e+08  
Other Cashflows From Investing Activities -5.320000e+07  7.240000e+07  
Dividends Paid                            -7.704000e+08 -7.683000e+08  
Other Cashflows From Financing Activities -5.000000e+05 -1.490000e+07  
Change To Netincome                        8.054000e+08 -2.052000e+08  
Capital Expenditures                      -3.368000e+08 -3.813000e+08  
Change To Inventory                       -2.359000e+08 -2.359000e+08  
Change To Account Receivables             -1.278300e+09 -1.278300e+09  ]
['quarterly_earnings',             Revenue    Earnings
Quarter                        
2Q2021   6740100000  1390200000
3Q2021   6772800000  1110100000
4Q2021   7999900000  1726100000
1Q2022   7810000000  1902900000]
['quarterly_financials',                                           2022-03-31    2021-12-31  \
Research Development                    1610100000.0  1959400000.0   
Effect Of Accounting Charges                    None          None   
Income Before Tax                       2053600000.0  1839900000.0   
Minority Interest                        131200000.0   175600000.0   
Net Income                              1902900000.0  1726100000.0   
Selling General Administrative          1464600000.0  1519400000.0   
Gross Profit                            5737900000.0  5854300000.0   
Ebit                                    2663200000.0  2375500000.0   
Operating Income                        2663200000.0  2375500000.0   
Other Operating Expenses                        None          None   
Interest Expense                         -84900000.0   -81400000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                       150700000.0   113800000.0   
Total Revenue                           7810000000.0  7999900000.0   
Total Operating Expenses                5146800000.0  5624400000.0   
Cost Of Revenue                         2072100000.0  2145600000.0   
Total Other Income Expense Net          -609600000.0  -535600000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops          1902900000.0  1726100000.0   
Net Income Applicable To Common Shares  1902900000.0  1726100000.0   

                                          2021-09-30    2021-06-30  
Research Development                    1708900000.0  1672800000.0  
Effect Of Accounting Charges                    None          None  
Income Before Tax                       1245300000.0  1593900000.0  
Minority Interest                        197100000.0   219100000.0  
Net Income                              1110100000.0  1390200000.0  
Selling General Administrative          1505300000.0  1614600000.0  
Gross Profit                            5342000000.0  5209900000.0  
Ebit                                    2127800000.0  1922500000.0  
Operating Income                        2127800000.0  1922500000.0  
Other Operating Expenses                        None          None  
Interest Expense                         -83600000.0   -86900000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                       135200000.0   203700000.0  
Total Revenue                           6772800000.0  6740100000.0  
Total Operating Expenses                4645000000.0  4817600000.0  
Cost Of Revenue                         1430800000.0  1530200000.0  
Total Other Income Expense Net          -882500000.0  -328600000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops          1110100000.0  1390200000.0  
Net Income Applicable To Common Shares  1110100000.0  1390200000.0  ]
['mutualfund_holders',                                               Holder    Shares Date Reported  \
0             Vanguard Total Stock Market Index Fund  24466874    2021-12-30   
1                            Vanguard 500 Index Fund  16814257    2021-12-30   
2                             Vanguard/Primecap Fund  16263808    2021-12-30   
3              Vanguard Specialized-Health Care Fund  10213125    2022-01-30   
4                             SPDR S&P 500 ETF Trust   8436788    2022-01-30   
5                            Fidelity 500 Index Fund   8130898    2022-02-27   
6                           iShares Core S&P 500 ETF   6602520    2022-01-30   
7                    Vanguard Index-Value Index Fund   6578581    2021-12-30   
8                            Fidelity Contrafund Inc   6465969    2022-02-27   
9  Vanguard Institutional Index Fund-Institutiona...   5982359    2021-12-30   

    % Out       Value  
0  0.0258  6758239936  
1  0.0177  4644434068  
2  0.0171  4492389045  
3  0.0107  2506198743  
4  0.0089  2070303407  
5  0.0086  2032317955  
6  0.0069  1620192382  
7  0.0069  1817135643  
8  0.0068  1616168951  
9  0.0063  1652447202  ]
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
['sustainability',                                  Value
2022-5                                
palmOil                          False
controversialWeapons             False
gambling                         False
socialScore                       17.4
nuclear                          False
furLeather                       False
alcoholic                        False
gmo                              False
catholic                          True
socialPercentile                     0
peerCount                           83
governanceScore                  11.56
environmentPercentile                0
animalTesting                     True
tobacco                          False
totalEsg                          32.4
highestControversy                   2
esgPerformance               LEAD_PERF
coal                             False
pesticides                       False
adult                            False
percentile                       70.21
peerGroup              Pharmaceuticals
smallArms                        False
environmentScore                  3.43
governancePercentile                 0
militaryContract                 False]
symbol: VLO
sector: Energy
Index: SP500
vol_30d_2yr: 90552079.1015625
Sector 1YMF: 9.160011291503906
1YMF: 9.160011291503906
risk trend factor: 0.1828345622851758
         beta currentRatio debtToEquity dividendRate dividendYield  \
VLO  1.762704        1.178       64.483         3.92        0.0349   

         ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
VLO  6672999936       0.05306  9.871818   4647625216      0.05998   

    grossProfits heldPercentInstitutions                        industry  \
VLO   5487000000                 0.80514  Oil & Gas Refining & Marketing   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
VLO  45886316544        6498999808           0.0341      0.6312     0.36   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
VLO    2.438094                     0.364858       0.02019        0.7   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
VLO        0.04701        0.14702         0.886         308.815  Energy   

    sharesOutstanding shortRatio   totalCash totalCashPerShare    totalDebt  \
VLO         408096000       1.46  2638000128             6.464  13160999936   

     totalRevenue trailingPE  
VLO  125765001216   18.10045  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	112.440002	114.972524	130.979841	146.987158	116.34127	14.566462	87.208346	145.474193

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VLO	1.3872	112.440002	90552079.101562	0.691389	0.569718	0.530999

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 317.1519136674356 364.5895840215621
test cv mean error, stdev (10 folds): 348.46648405824834 368.0112236822125
sell date: 2022-09-23
expected return: 0.1830403392601269
discounted return: 0.001734364991082149
quarter return: 1.1728343844214058

['options', ('2023-01-20', '2024-01-19')]
['sustainability',                                       Value
2022-5                                     
palmOil                               False
controversialWeapons                  False
gambling                              False
socialScore                            7.23
nuclear                               False
furLeather                            False
alcoholic                             False
gmo                                   False
catholic                              False
socialPercentile                       None
peerCount                                39
governanceScore                        4.98
environmentPercentile                  None
animalTesting                         False
tobacco                               False
totalEsg                              30.94
highestControversy                        3
esgPerformance                     OUT_PERF
coal                                  False
pesticides                            False
adult                                 False
percentile                            65.34
peerGroup              Refiners & Pipelines
smallArms                             False
environmentScore                      18.74
governancePercentile                   None
militaryContract                      False]
symbol: APA
sector: Energy
Index: SP500
vol_30d_2yr: 204531248.4375
Sector 1YMF: 2.8700027465820312
1YMF: 2.8700027465820312
risk trend factor: 0.1813014791288129
        beta currentRatio dividendRate dividendYield earningsGrowth  \
APA  4.42549        1.124          0.5        0.0122         38.999   

         ebitda ebitdaMargins freeCashflow grossMargins grossProfits  \
APA  4470000128       0.55701   2259500032      0.63302   5080000000   

    heldPercentInstitutions       industry operatingCashflow operatingMargins  \
APA                 0.92629  Oil & Gas E&P        3496000000           0.3696   

    payoutRatio pegRatio profitMargins quickRatio returnOnAssets  \
APA      0.0339     0.16       0.12125      0.801        0.14233   

    returnOnEquity revenueGrowth revenuePerShare  sector shortRatio  \
APA       27.07216         0.905          21.457  Energy       1.45   

     totalCash totalCashPerShare   totalDebt totalRevenue  
APA  302000000             0.871  7760999936   8024999936  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	39.220001	39.703868	46.051746	52.399625	42.946032	3.294685	36.356662	49.535402

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
APA	0.999608	39.220001	204531248.4375	0.713933	0.302651	0.445144

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 47.195178427734554 46.896895021789376
test cv mean error, stdev (10 folds): 51.47031681916078 47.09783220586969
sell date: 2022-07-15
expected return: 0.07803719469902784
discounted return: 0.002786912363174965
quarter return: 1.2918035249477826

['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus                   1.164500e+10  1.168600e+10  1.170400e+10   
Total Liab                        1.330800e+10  1.270500e+10  1.281900e+10   
Total Stockholder Equity         -1.595000e+09 -1.095000e+09 -9.640000e+08   
Minority Interest                 1.590000e+09  1.580000e+09  1.657000e+09   
Deferred Long Term Liab           5.700000e+08  5.150000e+08  5.120000e+08   
Other Current Liab                3.370000e+08  2.760000e+08  2.990000e+08   
Total Assets                      1.330300e+10  1.331000e+10  1.351200e+10   
Common Stock                      2.620000e+08  2.620000e+08  2.620000e+08   
Other Current Assets              1.550000e+08  1.020000e+08  7.600000e+07   
Retained Earnings                -9.488000e+09 -9.870000e+09 -9.757000e+09   
Other Liab                        3.744000e+09  3.673000e+09  2.626000e+09   
Treasury Stock                   -4.014000e+09 -3.173000e+09 -3.173000e+09   
Other Assets                      1.223000e+09  1.255000e+09  5.120000e+08   
Cash                              3.020000e+08  3.770000e+08  1.249000e+09   
Total Current Liabilities         2.117000e+09  1.839000e+09  1.773000e+09   
Deferred Long Term Asset Charges  1.300000e+07           NaN           NaN   
Other Stockholder Equity          2.200000e+07  1.500000e+07  1.500000e+07   
Property Plant Equipment          8.335000e+09  8.336000e+09  8.501000e+09   
Total Current Assets              2.380000e+09  2.181000e+09  2.945000e+09   
Long Term Investments             1.365000e+09  1.538000e+09  1.554000e+09   
Net Tangible Assets              -1.595000e+09 -1.095000e+09 -9.640000e+08   
Net Receivables                   1.394000e+09  1.170000e+09  1.068000e+09   
Long Term Debt                    7.261000e+09  7.159000e+09  8.386000e+09   
Inventory                         4.730000e+08  4.760000e+08  4.790000e+08   
Accounts Payable                  7.310000e+08  6.870000e+08  6.030000e+08   
Short Long Term Debt                       NaN  2.130000e+08  2.130000e+08   

                                    2021-03-31  
Capital Surplus                   1.172700e+10  
Total Liab                        1.278300e+10  
Total Stockholder Equity         -1.258000e+09  
Minority Interest                 1.602000e+09  
Deferred Long Term Liab           4.930000e+08  
Other Current Liab                2.000000e+08  
Total Assets                      1.312700e+10  
Common Stock                      2.620000e+08  
Other Current Assets              1.450000e+08  
Retained Earnings                -1.007300e+10  
Other Liab                        2.732000e+09  
Treasury Stock                   -3.174000e+09  
Other Assets                      4.970000e+08  
Cash                              5.380000e+08  
Total Current Liabilities         1.338000e+09  
Deferred Long Term Asset Charges           NaN  
Other Stockholder Equity          1.500000e+07  
Property Plant Equipment          8.718000e+09  
Total Current Assets              2.345000e+09  
Long Term Investments             1.567000e+09  
Net Tangible Assets              -1.258000e+09  
Net Receivables                   1.071000e+09  
Long Term Debt                    8.678000e+09  
Inventory                         5.020000e+08  
Accounts Payable                  5.240000e+08  
Short Long Term Debt                       NaN  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Investments                               -1.000000e+06 -3.000000e+06   
Change To Liabilities                      2.600000e+07  6.200000e+07   
Total Cashflows From Investing Activities -2.910000e+08 -1.490000e+08   
Net Borrowings                             1.020000e+08 -1.335000e+09   
Total Cash From Financing Activities      -8.690000e+08 -1.494000e+09   
Change To Operating Activities             1.800000e+08 -1.800000e+07   
Net Income                                 3.820000e+08 -1.130000e+08   
Change In Cash                            -7.500000e+07 -8.720000e+08   
Repurchase Of Stock                       -8.470000e+08 -8.470000e+08   
Total Cash From Operating Activities       1.085000e+09  7.710000e+08   
Depreciation                               3.650000e+08  3.690000e+08   
Other Cashflows From Investing Activities  8.000000e+06  3.200000e+07   
Dividends Paid                            -2.400000e+07 -9.000000e+06   
Change To Inventory                        1.000000e+07 -3.900000e+07   
Change To Account Receivables             -1.210000e+08 -1.000000e+08   
Other Cashflows From Financing Activities -1.000000e+08 -1.500000e+08   
Change To Netincome                        2.430000e+08  6.100000e+08   
Capital Expenditures                      -3.150000e+08 -2.360000e+08   

                                            2021-06-30   2021-03-31  
Investments                                 -3000000.0  -21000000.0  
Change To Liabilities                       82000000.0   75000000.0  
Total Cashflows From Investing Activities -126000000.0 -267000000.0  
Net Borrowings                             -79000000.0  -58000000.0  
Total Cash From Financing Activities      -132000000.0 -128000000.0  
Change To Operating Activities             104000000.0  -79000000.0  
Net Income                                 316000000.0  388000000.0  
Change In Cash                             711000000.0  276000000.0  
Repurchase Of Stock                       -847000000.0 -847000000.0  
Total Cash From Operating Activities       969000000.0  671000000.0  
Depreciation                               382000000.0  388000000.0  
Other Cashflows From Investing Activities    5000000.0    7000000.0  
Dividends Paid                             -10000000.0   -9000000.0  
Change To Inventory                         23000000.0   -3000000.0  
Change To Account Receivables                3000000.0 -168000000.0  
Other Cashflows From Financing Activities  -43000000.0  -61000000.0  
Change To Netincome                         59000000.0   70000000.0  
Capital Expenditures                      -306000000.0 -256000000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
1Q2021   1932000000  388000000
2Q2021   1830000000  316000000
3Q2021   2099000000 -113000000
4Q2021   2164000000  382000000]
['quarterly_financials',                                           2021-12-31    2021-09-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        654000000.0   122000000.0   
Minority Interest                       1590000000.0  1580000000.0   
Net Income                               382000000.0  -113000000.0   
Selling General Administrative           137000000.0    70000000.0   
Gross Profit                            1467000000.0  1301000000.0   
Ebit                                     937000000.0   774000000.0   
Operating Income                         937000000.0   774000000.0   
Other Operating Expenses                  15000000.0    88000000.0   
Interest Expense                         -94000000.0  -101000000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                       169000000.0   152000000.0   
Total Revenue                           2164000000.0  2099000000.0   
Total Operating Expenses                1227000000.0  1325000000.0   
Cost Of Revenue                          697000000.0   798000000.0   
Total Other Income Expense Net          -283000000.0  -652000000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           485000000.0   -30000000.0   
Net Income Applicable To Common Shares   382000000.0  -113000000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                        495000000.0   620000000.0  
Minority Interest                       1657000000.0  1602000000.0  
Net Income                               316000000.0   388000000.0  
Selling General Administrative            86000000.0    83000000.0  
Gross Profit                            1196000000.0  1116000000.0  
Ebit                                     510000000.0   745000000.0  
Operating Income                         510000000.0   745000000.0  
Other Operating Expenses                 223000000.0  -103000000.0  
Interest Expense                        -111000000.0  -112000000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        87000000.0   170000000.0  
Total Revenue                           1830000000.0  1932000000.0  
Total Operating Expenses                1320000000.0  1187000000.0  
Cost Of Revenue                          634000000.0   816000000.0  
Total Other Income Expense Net           -15000000.0  -125000000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops           408000000.0   450000000.0  
Net Income Applicable To Common Shares   316000000.0   388000000.0  ]
['mutualfund_holders',                                    Holder    Shares Date Reported   % Out  \
0                            Oakmark Fund  12743809    2021-12-30  0.0377   
1   Select Sector SPDR Fund-Energy Select  10683025    2022-01-30  0.0316   
2  Vanguard Total Stock Market Index Fund  10325855    2021-12-30  0.0305   
3           Vanguard Small-Cap Index Fund   9149341    2021-12-30  0.0271   
4                     Vanguard/Windsor II   8002477    2022-01-30  0.0237   
5                 Vanguard 500 Index Fund   7693595    2021-12-30  0.0227   
6     Vanguard Small Cap Value Index Fund   5800585    2021-12-30  0.0171   
7                     Oakmark Select Fund   5500000    2021-12-30  0.0163   
8                  SPDR S&P 500 ETF Trust   4043068    2022-01-30  0.0120   
9                 Fidelity 500 Index Fund   3720217    2022-02-27  0.0110   

       Value  
0  342681024  
1  354783260  
2  277662240  
3  246025779  
4  265762261  
5  206880769  
6  155977730  
7  147895000  
8  134270288  
9  132551331  ]
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: PPC
sector: Consumer Defensive
Index: SP400
vol_30d_2yr: 17241312.5
Sector 1YMF: 1.4799995422363281
1YMF: 1.4799995422363281
risk trend factor: 0.1778845668897103
        beta currentRatio debtToEquity earningsGrowth      ebitda  \
PPC  1.12745        1.532      134.448          1.805  1548861056   

    ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
PPC       0.09838  11.328186    873572608      0.10458   1365827000   

    heldPercentInstitutions        industry   marketCap operatingCashflow  \
PPC                 0.19334  Packaged Foods  7149453824         697006016   

    operatingMargins payoutRatio pegRatio priceToBook  \
PPC           0.0732           0     0.59    2.745392   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PPC                     0.454094       0.01342      0.724        0.08575   

    returnOnEquity revenueGrowth revenuePerShare              sector  \
PPC        0.07645         0.295          64.613  Consumer Defensive   

    sharesOutstanding shortRatio  totalCash totalCashPerShare   totalDebt  \
PPC         243676000       2.43  725539968             3.019  3755959040   

    totalRevenue  
PPC  15744428032  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	29.34	28.165931	31.419048	34.672164	28.426667	2.86898	22.688707	34.164626

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
PPC	1.275425	29.34	17241312.5	0.741748	0.282386	0.556574

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -74.80001831054688
Sector Volume Factor: 1.4135920452708397
Sector Risk Trend Factor: -2.283970024749523
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 26.767895755767032 40.45510267955412
test cv mean error, stdev (10 folds): 28.55364084597685 42.01427297956826
sell date: 2022-08-12
expected return: 0.07198653654402982
discounted return: 0.0012646809148548765
quarter return: 1.1233071343863057

['quarterly_balance_sheet',                                     2022-03-27    2021-12-26    2021-09-26  \
Intangible Assets                 9.385640e+08  9.632430e+08  1.028664e+09   
Capital Surplus                   1.966066e+09  1.964028e+09  1.962750e+09   
Total Liab                        6.524261e+09  6.324271e+09  6.216460e+09   
Total Stockholder Equity          2.781630e+09  2.577080e+09  2.604243e+09   
Minority Interest                 1.197600e+07  1.185400e+07  1.214000e+07   
Other Current Liab                3.009220e+08  3.085060e+08  4.109530e+08   
Total Assets                      9.317867e+09  8.913205e+09  8.832843e+09   
Common Stock                      2.616000e+06  2.614000e+06  2.614000e+06   
Other Current Assets              6.858900e+07  4.054500e+07  6.656900e+07   
Retained Earnings                 1.284007e+09  1.003569e+09  9.668150e+08   
Other Liab                        4.077630e+08  4.709210e+08  5.265940e+08   
Good Will                         1.320100e+09  1.337252e+09  1.381872e+09   
Treasury Stock                   -4.710590e+08 -3.931310e+08 -3.279360e+08   
Other Assets                      3.726000e+07  3.772400e+07  3.165500e+07   
Cash                              7.255400e+08  4.276610e+08  5.110840e+08   
Total Current Liabilities         2.475775e+09  2.390823e+09  2.270929e+09   
Deferred Long Term Asset Charges  5.191000e+06  5.314000e+06  5.465000e+06   
Short Long Term Debt              3.616200e+07  2.541400e+07  2.023000e+07   
Other Stockholder Equity         -9.890200e+07 -4.799700e+07  1.719800e+07   
Property Plant Equipment          3.229118e+09  3.269032e+09  3.148945e+09   
Total Current Assets              3.792825e+09  3.305954e+09  3.241707e+09   
Net Tangible Assets               5.229660e+08  2.765850e+08  1.937070e+08   
Net Receivables                   1.086588e+09  1.042610e+09  9.425350e+08   
Long Term Debt                    3.373573e+09  3.187543e+09  3.191270e+09   
Inventory                         1.708995e+09  1.575658e+09  1.556821e+09   
Accounts Payable                  1.448846e+09  1.400394e+09  1.183460e+09   

                                    2021-06-27  
Intangible Assets                 5.895360e+08  
Capital Surplus                   1.959558e+09  
Total Liab                        5.154333e+09  
Total Stockholder Equity          2.582482e+09  
Minority Interest                 1.203000e+07  
Other Current Liab                5.448970e+08  
Total Assets                      7.748845e+09  
Common Stock                      2.614000e+06  
Other Current Assets              1.300070e+08  
Retained Earnings                 9.060900e+08  
Other Liab                        4.179760e+08  
Good Will                         1.024900e+09  
Treasury Stock                   -2.857800e+08  
Other Assets                      3.233100e+07  
Cash                              3.918050e+08  
Total Current Liabilities         2.244714e+09  
Deferred Long Term Asset Charges  5.494000e+06  
Short Long Term Debt              2.593100e+07  
Other Stockholder Equity          5.935400e+07  
Property Plant Equipment          2.972778e+09  
Total Current Assets              3.129300e+09  
Net Tangible Assets               9.680460e+08  
Net Receivables                   9.186950e+08  
Long Term Debt                    2.268842e+09  
Inventory                         1.530014e+09  
Accounts Payable                  1.100759e+09  ]
['quarterly_cashflow',                                             2022-03-27   2021-12-26  \
Change To Liabilities                       -2454000.0   84657000.0   
Total Cashflows From Investing Activities  -85576000.0 -111842000.0   
Net Borrowings                             196412000.0    -235000.0   
Total Cash From Financing Activities       166330000.0    -235000.0   
Change To Operating Activities              -8946000.0  -75981000.0   
Net Income                                 280438000.0   36754000.0   
Change In Cash                             305677000.0 -115074000.0   
Repurchase Of Stock                        -28984000.0  -28984000.0   
Effect Of Exchange Rate                     -2073000.0   -1961000.0   
Total Cash From Operating Activities       226996000.0   -1036000.0   
Depreciation                               102142000.0  106488000.0   
Change To Inventory                       -146035000.0  -28211000.0   
Change To Account Receivables              -66669000.0 -120429000.0   
Other Cashflows From Financing Activities   -1098000.0   -1098000.0   
Change To Netincome                        -17969000.0  -54879000.0   
Capital Expenditures                       -81578000.0 -100851000.0   

                                             2021-09-26   2021-06-27  
Change To Liabilities                      8.445000e+06  506670000.0  
Total Cashflows From Investing Activities -1.049512e+09  -73266000.0  
Net Borrowings                             9.280300e+08  -97181000.0  
Total Cash From Financing Activities       9.143870e+08 -105831000.0  
Change To Operating Activities             1.507300e+07  -25391000.0  
Net Income                                 6.072500e+07 -166687000.0  
Change In Cash                             7.517800e+07   79777000.0  
Repurchase Of Stock                       -2.898400e+07  -28984000.0  
Effect Of Exchange Rate                   -2.240000e+06     371000.0  
Total Cash From Operating Activities       2.125430e+08  258503000.0  
Depreciation                               9.207600e+07   95728000.0  
Change To Inventory                        2.429400e+07  -91397000.0  
Change To Account Receivables             -2.133800e+07  -62718000.0  
Other Cashflows From Financing Activities -1.364300e+07   -8650000.0  
Change To Netincome                        1.158100e+07  -20393000.0  
Capital Expenditures                      -9.707600e+07  -81577000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
2Q2021   3637698000 -166687000
3Q2021   3827566000   60725000
4Q2021   4038769000   36754000
1Q2022   4240395000  280438000]
['quarterly_financials',                                           2022-03-27    2021-12-26  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        355779000.0    41659000.0   
Minority Interest                         11976000.0    11854000.0   
Net Income                               280438000.0    36754000.0   
Selling General Administrative           120323000.0    35329000.0   
Gross Profit                             541980000.0   352500000.0   
Ebit                                     421657000.0   317171000.0   
Operating Income                         421657000.0   317171000.0   
Other Operating Expenses                        None          None   
Interest Expense                         -36296000.0   -34974000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                        75219000.0     5191000.0   
Total Revenue                           4240395000.0  4038769000.0   
Total Operating Expenses                3818738000.0  3721598000.0   
Cost Of Revenue                         3698415000.0  3686269000.0   
Total Other Income Expense Net           -65878000.0  -275512000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           280560000.0    36468000.0   
Net Income Applicable To Common Shares   280438000.0    36754000.0   

                                          2021-09-26    2021-06-27  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                         91220000.0  -176315000.0  
Minority Interest                         12140000.0    12030000.0  
Net Income                                60725000.0  -166687000.0  
Selling General Administrative           250844000.0   102959000.0  
Gross Profit                             371843000.0   380241000.0  
Ebit                                     120999000.0   277282000.0  
Operating Income                         120999000.0   277282000.0  
Other Operating Expenses                        None          None  
Interest Expense                         -29833000.0   -50651000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        30385000.0    -9812000.0  
Total Revenue                           3827566000.0  3637698000.0  
Total Operating Expenses                3706567000.0  3360416000.0  
Cost Of Revenue                         3455723000.0  3257457000.0  
Total Other Income Expense Net           -29779000.0  -453597000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops            60835000.0  -166503000.0  
Net Income Applicable To Common Shares    60725000.0  -166687000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0             Vanguard Total Stock Market Index Fund  1391177    2021-12-30   
1                        iShares Core S&P Midcap ETF  1354194    2022-01-30   
2                      Vanguard Small-Cap Index Fund  1226527    2021-12-30   
3                Vanguard Small Cap Value Index Fund   778076    2021-12-30   
4                Vanguard Extended Market Index Fund   647608    2021-12-30   
5                    DFA U.S. Small Cap Value Series   494751    2022-01-30   
6  First Tr Exchg Tr AlphaDEX Fd-FT Consumer Stap...   488488    2022-02-27   
7                     SPDR S&P Mid Cap 400 ETF Trust   418251    2022-01-30   
8                   IShares S&P Midcap 400 Value ETF   353867    2022-01-30   
9               Vanguard Consumer Staples Index Fund   342523    2022-02-27   

    % Out     Value  
0  0.0058  39231191  
1  0.0056  37876806  
2  0.0051  34588061  
3  0.0032  21941743  
4  0.0027  18262545  
5  0.0021  13838185  
6  0.0020  11518547  
7  0.0017  11698480  
8  0.0015   9897659  
9  0.0014   8076692  ]
['options', ('2023-01-20',)]
symbol: MRO
sector: Energy
Index: SP500
vol_30d_2yr: 490057840.234375
Sector 1YMF: 1.5699996948242188
1YMF: 1.5699996948242188
risk trend factor: 0.15110678525882204
         beta currentRatio debtToEquity dividendRate dividendYield  \
MRO  2.766666        1.112        38.48         0.32        0.0119   

         ebitda ebitdaMargins  forwardPE freeCashflow grossMargins  \
MRO  3308999936       0.58921  12.321428   1785500032      0.77546   

    grossProfits heldPercentInstitutions       industry    marketCap  \
MRO   4355000000                   0.802  Oil & Gas E&P  18801668096   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
MRO        3239000064          0.20495      0.0769     0.59    1.764964   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
MRO                     3.347875       0.16845      1.052        0.04117   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
MRO        0.08905         1.091           7.136  Energy         778537024   

    shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue  
MRO       0.93  580000000             0.794  4112000000   5616000000  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	24.15	25.128986	29.471905	33.814823	26.957624	2.372893	22.211838	31.70341

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MRO	1.000459	24.15	490057840.234375	0.691969	0.80545	0.53536

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'add', True]
best inner cv score, sdev (11 folds): 12.692432470075477 12.658305740019543
test cv mean error, stdev (10 folds): 13.81643891808431 12.742004519767413
sell date: 2022-06-24
expected return: -0.030545518513457035
discounted return: -0.005156949693432056
quarter return: 0.6214704447404967

['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus            7.221000e+09  7.213000e+09  7.201000e+09   
Total Liab                 6.308000e+09  6.365000e+09  7.166000e+09   
Total Stockholder Equity   1.068600e+10  1.079600e+10  1.063400e+10   
Other Current Liab         3.680000e+08  4.960000e+08  5.020000e+08   
Total Assets               1.699400e+10  1.716100e+10  1.780000e+10   
Common Stock               9.370000e+08  9.370000e+08  9.370000e+08   
Other Current Assets       2.200000e+07  2.500000e+07  1.900000e+07   
Retained Earnings          7.271000e+09  6.669000e+09  6.524000e+09   
Other Liab                 6.440000e+08  6.420000e+08  6.650000e+08   
Treasury Stock            -4.743000e+09 -4.023000e+09 -4.028000e+09   
Other Assets               1.100000e+08  1.040000e+08  9.300000e+07   
Cash                       5.800000e+08  4.850000e+08  9.700000e+08   
Total Current Liabilities  1.637000e+09  1.676000e+09  1.575000e+09   
Short Long Term Debt       3.900000e+07  3.900000e+07  3.500000e+07   
Other Stockholder Equity   8.200000e+07  8.200000e+07  7.700000e+07   
Property Plant Equipment   1.458600e+10  1.484300e+10  1.511100e+10   
Total Current Assets       1.821000e+09  1.655000e+09  2.075000e+09   
Long Term Investments      4.770000e+08  5.590000e+08  5.210000e+08   
Net Tangible Assets        1.068600e+10  1.079600e+10  1.063400e+10   
Net Receivables            1.142000e+09  1.068000e+09  1.008000e+09   
Long Term Debt             3.980000e+09  3.983000e+09  4.882000e+09   
Inventory                  7.700000e+07  7.700000e+07  7.800000e+07   
Accounts Payable           1.110000e+09  1.028000e+09  9.370000e+08   

                             2021-03-31  
Capital Surplus            7.195000e+09  
Total Liab                 7.562000e+09  
Total Stockholder Equity   1.067100e+10  
Other Current Liab         3.810000e+08  
Total Assets               1.823300e+10  
Common Stock               9.370000e+08  
Other Current Assets       2.600000e+07  
Retained Earnings          6.540000e+09  
Other Liab                 6.950000e+08  
Treasury Stock            -4.001000e+09  
Other Assets               9.600000e+07  
Cash                       1.125000e+09  
Total Current Liabilities  1.899000e+09  
Short Long Term Debt       5.010000e+08  
Other Stockholder Equity   1.120000e+08  
Property Plant Equipment   1.542500e+10  
Total Current Assets       2.150000e+09  
Long Term Investments      5.620000e+08  
Net Tangible Assets        1.067100e+10  
Net Receivables            9.210000e+08  
Long Term Debt             4.910000e+09  
Inventory                  7.800000e+07  
Accounts Payable           9.180000e+08  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Investments                                4.600000e+07  9.000000e+06   
Change To Liabilities                      1.410000e+08  1.070000e+08   
Total Cashflows From Investing Activities -2.820000e+08 -2.650000e+08   
Total Cash From Financing Activities      -7.690000e+08 -1.036000e+09   
Change To Operating Activities            -2.000000e+07 -7.000000e+06   
Net Income                                 6.490000e+08  1.840000e+08   
Change In Cash                             9.500000e+07 -4.850000e+08   
Repurchase Of Stock                       -7.240000e+08 -1.000000e+06   
Total Cash From Operating Activities       1.146000e+09  8.160000e+08   
Depreciation                               4.630000e+08  5.830000e+08   
Dividends Paid                            -4.700000e+07 -3.900000e+07   
Change To Account Receivables             -7.600000e+07 -6.000000e+07   
Other Cashflows From Financing Activities  2.000000e+06 -9.600000e+07   
Change To Netincome                       -1.100000e+07  8.000000e+06   
Capital Expenditures                      -2.740000e+08 -2.890000e+08   
Net Borrowings                                      NaN -9.000000e+08   
Other Cashflows From Investing Activities           NaN  1.000000e+06   
Change To Inventory                                 NaN  1.000000e+06   

                                            2021-06-30   2021-03-31  
Investments                                  6000000.0    6000000.0  
Change To Liabilities                       20000000.0  101000000.0  
Total Cashflows From Investing Activities -256000000.0 -207000000.0  
Total Cash From Financing Activities      -554000000.0  -32000000.0  
Change To Operating Activities              12000000.0   61000000.0  
Net Income                                  16000000.0   97000000.0  
Change In Cash                            -155000000.0  383000000.0  
Repurchase Of Stock                         -1000000.0   -9000000.0  
Total Cash From Operating Activities       655000000.0  622000000.0  
Depreciation                               600000000.0  512000000.0  
Dividends Paid                             -32000000.0  -23000000.0  
Change To Account Receivables              -78000000.0 -175000000.0  
Other Cashflows From Financing Activities  -22000000.0  -22000000.0  
Change To Netincome                         85000000.0   28000000.0  
Capital Expenditures                      -274000000.0 -209000000.0  
Net Borrowings                            -500000000.0 -500000000.0  
Other Cashflows From Investing Activities    1000000.0   -1000000.0  
Change To Inventory                          1000000.0   -2000000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
1Q2021   1180000000   97000000
2Q2021   1259000000   16000000
3Q2021   1439000000  184000000
4Q2021   1738000000  649000000]
['quarterly_financials',                                           2021-12-31    2021-09-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        683000000.0   188000000.0   
Minority Interest                               None          None   
Net Income                               649000000.0   184000000.0   
Selling General Administrative            61000000.0    70000000.0   
Gross Profit                            1393000000.0  1089000000.0   
Ebit                                     755000000.0   254000000.0   
Operating Income                         755000000.0   254000000.0   
Other Operating Expenses                  94000000.0   167000000.0   
Interest Expense                         -74000000.0   -57000000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                        34000000.0     4000000.0   
Total Revenue                           1738000000.0  1439000000.0   
Total Operating Expenses                 983000000.0  1185000000.0   
Cost Of Revenue                          345000000.0   350000000.0   
Total Other Income Expense Net           -72000000.0   -66000000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           649000000.0   184000000.0   
Net Income Applicable To Common Shares   649000000.0   184000000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                         26000000.0   107000000.0  
Minority Interest                               None          None  
Net Income                                16000000.0    97000000.0  
Selling General Administrative            69000000.0    75000000.0  
Gross Profit                             966000000.0   907000000.0  
Ebit                                      54000000.0    87000000.0  
Operating Income                          54000000.0    87000000.0  
Other Operating Expenses                 240000000.0   227000000.0  
Interest Expense                         -59000000.0   -13000000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        10000000.0    10000000.0  
Total Revenue                           1259000000.0  1180000000.0  
Total Operating Expenses                1205000000.0  1093000000.0  
Cost Of Revenue                          293000000.0   273000000.0  
Total Other Income Expense Net           -28000000.0    20000000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops            16000000.0    97000000.0  
Net Income Applicable To Common Shares    16000000.0    97000000.0  ]
['mutualfund_holders',                                    Holder    Shares Date Reported   % Out  \
0                     Vanguard/Windsor II  26018487    2022-01-30  0.0368   
1   Select Sector SPDR Fund-Energy Select  22895120    2022-01-30  0.0324   
2  Vanguard Total Stock Market Index Fund  22131478    2021-12-30  0.0313   
3           Vanguard Small-Cap Index Fund  19611815    2021-12-30  0.0277   
4                 Vanguard 500 Index Fund  16486851    2021-12-30  0.0233   
5     Vanguard Small Cap Value Index Fund  12430773    2021-12-30  0.0176   
6          Fidelity Low-Priced Stock Fund  12282677    2022-02-27  0.0174   
7                  SPDR S&P 500 ETF Trust   8364080    2022-01-30  0.0118   
8                 Fidelity 500 Index Fund   7972838    2022-02-27  0.0113   
9                     Invesco Comstock Fd   7808667    2022-01-30  0.0110   

       Value  
0  506579941  
1  445767986  
2  363398868  
3  322026002  
4  270714093  
5  204113292  
6  277097193  
7  162848637  
8  179867225  
9  152034746  ]
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                          10.01
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               66
governanceScore                       8.13
environmentPercentile                    0
animalTesting                        False
tobacco                              False
totalEsg                             42.05
highestControversy                       2
esgPerformance                        None
coal                                 False
pesticides                           False
adult                                False
percentile                            90.8
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     23.91
governancePercentile                     0
militaryContract                     False]
symbol: DVN
sector: Energy
Index: SP500
vol_30d_2yr: 237878397.65625
Sector 1YMF: 3.9099979400634766
1YMF: 3.9099979400634766
risk trend factor: 0.14878225091792957
         beta currentRatio debtToEquity dividendRate dividendYield  \
DVN  2.784803        1.376       71.922         5.08        0.0739   

         ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
DVN  5506999808       0.41984  11.09369   2805625088      0.56522   

    grossProfits heldPercentInstitutions       industry    marketCap  \
DVN   7414000000                 0.86307  Oil & Gas E&P  39279542272   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
DVN        4898999808          0.25288      0.4991     0.43    4.401456   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
DVN                     2.994552       0.21445      1.207        0.13402   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
DVN        0.45627         2.003          19.784  Energy         677000000   

    shortRatio   totalCash totalCashPerShare   totalDebt totalRevenue  \
DVN        1.7  2099000064              3.16  6760000000  13116999680   

    trailingPE  
DVN  28.808342  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	58.02	63.067854	72.56	82.052146	65.759365	6.444488	52.870389	78.648341

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
DVN	1.104104	58.02	237878397.65625	0.701688	0.885466	0.540317

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'mul', False]
best inner cv score, sdev (11 folds): 68.71417548477189 62.1797578559326
test cv mean error, stdev (10 folds): 74.83647438011172 61.97295578707844
sell date: 2022-09-23
expected return: 0.1808220391019067
discounted return: 0.0017149827102662663
quarter return: 1.1707484793447243

['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus                   7.636000e+09  8.206000e+09  8.189000e+09   
Total Liab                        1.162600e+10  1.199600e+10  1.153000e+10   
Total Stockholder Equity          9.262000e+09  8.924000e+09  8.399000e+09   
Minority Interest                 1.370000e+08  1.370000e+08  1.360000e+08   
Other Current Liab                2.545000e+09  2.940000e+09  2.554000e+09   
Total Assets                      2.102500e+10  2.105700e+10  2.006500e+10   
Common Stock                      6.600000e+07  6.800000e+07  6.800000e+07   
Other Current Assets              5.240000e+08  4.860000e+08  5.030000e+08   
Retained Earnings                 1.692000e+09  7.500000e+08  2.430000e+08   
Other Liab                        1.805000e+09  1.743000e+09  1.698000e+09   
Good Will                         7.530000e+08  7.530000e+08  7.530000e+08   
Treasury Stock                   -1.320000e+08 -1.000000e+08 -1.010000e+08   
Other Assets                      3.780000e+08  3.670000e+08  3.970000e+08   
Cash                              2.099000e+09  2.144000e+09  1.348000e+09   
Total Current Liabilities         3.087000e+09  3.505000e+09  3.072000e+09   
Deferred Long Term Asset Charges  7.000000e+06           NaN           NaN   
Other Stockholder Equity         -1.320000e+08 -1.000000e+08 -1.010000e+08   
Property Plant Equipment          1.524300e+10  1.532200e+10  1.544100e+10   
Total Current Assets              4.249000e+09  4.227000e+09  3.076000e+09   
Long Term Investments             4.020000e+08  3.880000e+08  3.980000e+08   
Net Tangible Assets               8.509000e+09  8.171000e+09  7.646000e+09   
Net Receivables                   1.626000e+09  1.597000e+09  1.225000e+09   
Long Term Debt                    6.482000e+09  6.492000e+09  6.502000e+09   
Accounts Payable                  5.000000e+08  5.370000e+08  4.870000e+08   
Short Long Term Debt                       NaN           NaN           NaN   

                                    2021-03-31  
Capital Surplus                   8.172000e+09  
Total Liab                        1.197100e+10  
Total Stockholder Equity          8.353000e+09  
Minority Interest                 1.330000e+08  
Other Current Liab                2.124000e+09  
Total Assets                      2.045700e+10  
Common Stock                      6.700000e+07  
Other Current Assets              5.290000e+08  
Retained Earnings                 2.180000e+08  
Other Liab                        1.724000e+09  
Good Will                         7.530000e+08  
Treasury Stock                   -1.040000e+08  
Other Assets                      3.060000e+08  
Cash                              1.683000e+09  
Total Current Liabilities         2.945000e+09  
Deferred Long Term Asset Charges           NaN  
Other Stockholder Equity         -1.040000e+08  
Property Plant Equipment          1.552900e+10  
Total Current Assets              3.467000e+09  
Long Term Investments             4.020000e+08  
Net Tangible Assets               7.600000e+09  
Net Receivables                   1.255000e+09  
Long Term Debt                    7.042000e+09  
Accounts Payable                  5.640000e+08  
Short Long Term Debt              2.260000e+08  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Investments                               -1.700000e+07  9.000000e+06   
Change To Liabilities                     -1.800000e+07  4.690000e+08   
Total Cashflows From Investing Activities -5.180000e+08 -4.740000e+08   
Total Cash From Financing Activities      -1.149000e+09 -3.370000e+08   
Change To Operating Activities            -2.200000e+07 -2.900000e+07   
Net Income                                 1.506000e+09  8.380000e+08   
Change In Cash                            -5.000000e+07  7.820000e+08   
Repurchase Of Stock                       -5.890000e+08 -3.000000e+06   
Effect Of Exchange Rate                    1.000000e+06 -5.000000e+06   
Total Cash From Operating Activities       1.616000e+09  1.598000e+09   
Depreciation                               5.850000e+08  5.790000e+08   
Dividends Paid                            -7.300000e+07 -7.400000e+07   
Change To Account Receivables             -3.100000e+07 -3.320000e+08   
Other Cashflows From Financing Activities -6.000000e+06 -5.000000e+06   
Change To Netincome                       -4.010000e+08  1.130000e+08   
Capital Expenditures                      -5.150000e+08 -4.840000e+08   
Net Borrowings                                      NaN           NaN   

                                             2021-06-30   2021-03-31  
Investments                                8.000000e+06   10000000.0  
Change To Liabilities                      7.200000e+07   16000000.0  
Total Cashflows From Investing Activities -4.520000e+08 -130000000.0  
Total Cash From Financing Activities      -9.820000e+08 -824000000.0  
Change To Operating Activities            -7.600000e+07  -95000000.0  
Net Income                                 2.560000e+08  213000000.0  
Change In Cash                            -3.390000e+08 -359000000.0  
Repurchase Of Stock                       -9.000000e+06  -33000000.0  
Effect Of Exchange Rate                    2.000000e+06    3000000.0  
Total Cash From Operating Activities       1.093000e+09  592000000.0  
Depreciation                               5.360000e+08  481000000.0  
Dividends Paid                            -7.500000e+07 -128000000.0  
Change To Account Receivables             -1.000000e+08  -63000000.0  
Other Cashflows From Financing Activities -2.000000e+06  -28000000.0  
Change To Netincome                        2.840000e+08   25000000.0  
Capital Expenditures                      -5.090000e+08 -499000000.0  
Net Borrowings                            -7.420000e+08 -560000000.0  ]
['quarterly_earnings',             Revenue    Earnings
Quarter                        
1Q2021   2461000000   213000000
2Q2021   2977000000   256000000
3Q2021   3625000000   838000000
4Q2021   4054000000  1506000000]
['quarterly_financials',                                           2021-12-31    2021-09-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                       1662000000.0   964000000.0   
Minority Interest                        137000000.0   137000000.0   
Net Income                              1506000000.0   838000000.0   
Selling General Administrative            95000000.0    95000000.0   
Gross Profit                            2380000000.0  2088000000.0   
Ebit                                    1727000000.0  1068000000.0   
Operating Income                        1727000000.0  1068000000.0   
Other Operating Expenses                 -24000000.0   344000000.0   
Interest Expense                         -92000000.0   -93000000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                       150000000.0   120000000.0   
Total Revenue                           4054000000.0  3625000000.0   
Total Operating Expenses                2327000000.0  2557000000.0   
Cost Of Revenue                         1674000000.0  1537000000.0   
Total Other Income Expense Net           -65000000.0  -104000000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops          1512000000.0   844000000.0   
Net Income Applicable To Common Shares  1487000000.0   832000000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                        304000000.0   -32000000.0  
Minority Interest                        136000000.0   133000000.0  
Net Income                               256000000.0   213000000.0  
Selling General Administrative            94000000.0   107000000.0  
Gross Profit                            1655000000.0  1291000000.0  
Ebit                                     320000000.0   202000000.0  
Operating Income                         320000000.0   202000000.0  
Other Operating Expenses                 702000000.0   512000000.0  
Interest Expense                         -98000000.0  -105000000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        43000000.0  -248000000.0  
Total Revenue                           2977000000.0  2461000000.0  
Total Operating Expenses                2657000000.0  2259000000.0  
Cost Of Revenue                         1322000000.0  1170000000.0  
Total Other Income Expense Net           -16000000.0  -234000000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops           261000000.0   216000000.0  
Net Income Applicable To Common Shares   253000000.0   211000000.0  ]
['mutualfund_holders',                                               Holder    Shares Date Reported  \
0             Vanguard Total Stock Market Index Fund  19232335    2021-12-30   
1              Select Sector SPDR Fund-Energy Select  18515332    2022-01-30   
2                        Vanguard Mid-Cap Index Fund  15295295    2021-12-30   
3                            Vanguard 500 Index Fund  13333264    2021-12-30   
4        Undiscovered Managers Behavioral Value Fund   7254904    2021-12-30   
5                             SPDR S&P 500 ETF Trust   6678214    2022-01-30   
6                            Fidelity 500 Index Fund   6447707    2022-02-27   
7                           iShares Core S&P 500 ETF   5236340    2022-01-30   
8                    Vanguard Index-Value Index Fund   5169015    2021-12-30   
9  Victory Portfolios-Sycamore Established Value ...   5050000    2022-01-30   

    % Out      Value  
0  0.0291  847184356  
1  0.0281  936320339  
2  0.0232  673757744  
3  0.0202  587330279  
4  0.0110  319578521  
5  0.0101  337717281  
6  0.0098  383960951  
7  0.0079  264801713  
8  0.0078  227695110  
9  0.0077  255378500  ]
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           8.78
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               66
governanceScore                       7.86
environmentPercentile                    0
animalTesting                        False
tobacco                              False
totalEsg                             34.39
highestControversy                       2
esgPerformance                   LEAD_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           76.03
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     17.75
governancePercentile                     0
militaryContract                     False]
symbol: UTHR
sector: Healthcare
Index: SP400
vol_30d_2yr: 8360250.78125
Sector 1YMF: 8.760009765625
1YMF: 8.760009765625
risk trend factor: 0.13940181852529768
          beta currentRatio debtToEquity earningsGrowth     ebitda  \
UTHR  0.639732         8.84       19.156          7.246  959200000   

     ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
UTHR       0.54244  11.61131    514424992      0.92908   1563000000   

     heldPercentInstitutions       industry    marketCap operatingCashflow  \
UTHR                 0.99621  Biotechnology  10230438912         797100032   

     operatingMargins payoutRatio pegRatio priceToBook  \
UTHR          0.51422           0     6.92    2.448979   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
UTHR                     5.785466       0.38873      8.333        0.11365   

     returnOnEquity revenueGrowth revenuePerShare      sector  \
UTHR        0.18038         0.218          39.252  Healthcare   

     sharesOutstanding shortRatio   totalCash totalCashPerShare  totalDebt  \
UTHR          45299500       4.37  2267699968             50.06  800000000   

     totalRevenue trailingPE  
UTHR   1768300032  15.645306  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	219.380005	194.589531	219.462223	244.334915	195.494921	19.533079	156.428764	234.561078

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
UTHR	1.481235	219.380005	8360250.78125	0.878858	0.826178	0.414478

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -122.20997619628906
Sector Volume Factor: 1.2238851152317325
Sector Risk Trend Factor: -3.3236323632363236
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 531.9682941978095 452.0653837271293
test cv mean error, stdev (10 folds): 561.166735867955 464.135091498849
sell date: 2022-08-26
expected return: 0.08353942336232305
discounted return: 0.0011634723460982599
quarter return: 1.1129089192358042

['options', ('2022-08-19',)]
['sustainability',                                  Value
2022-5                                
palmOil                          False
controversialWeapons             False
gambling                         False
socialScore                      16.62
nuclear                          False
furLeather                       False
alcoholic                        False
gmo                              False
catholic                         False
socialPercentile                  None
peerCount                           83
governanceScore                   7.41
environmentPercentile             None
animalTesting                     True
tobacco                          False
totalEsg                         25.71
highestControversy                   1
esgPerformance                AVG_PERF
coal                             False
pesticides                       False
adult                            False
percentile                       45.83
peerGroup              Pharmaceuticals
smallArms                        False
environmentScore                  1.68
governancePercentile              None
militaryContract                 False]
symbol: VIVO
sector: error
sector: error
Index: SP600
vol_30d_2yr: 11730103.3203125
Sector 1YMF: 0.6100006103515625
1YMF: 0.6100006103515625
risk trend factor: 0.10971235052954659
Empty DataFrame
Columns: []
Index: [VIVO]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	28.5	25.427799	27.012222	28.596646	26.44746	1.162243	24.122974	28.771947

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VIVO	0.591657	28.5	11730103.320312	0.878325	0.565494	0.431737

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 13.788280356464544 13.738014778596314
test cv mean error, stdev (10 folds): 15.089252087061718 13.747310761770128
sell date: 2022-09-23
expected return: 0.14727365429632056
discounted return: 0.0014173787118039183
quarter return: 1.1391775064546943

['options', ('2022-07-15',)]
symbol: ROCC
sector: Energy
Index: SP600
vol_30d_2yr: 11962556.0546875
Sector 1YMF: 2.549999237060547
1YMF: 2.549999237060547
risk trend factor: 0.10821588524114191
          beta currentRatio debtToEquity     ebitda ebitdaMargins forwardPE  \
ROCC  2.866152        0.497       80.978  323780000       0.45632  3.112757   

     freeCashflow grossMargins grossProfits heldPercentInstitutions  \
ROCC    111158752       0.9232    508729000                 0.83062   

           industry  marketCap operatingCashflow operatingMargins payoutRatio  \
ROCC  Oil & Gas E&P  800399808         390172992          0.23271           0   

     pegRatio priceToBook priceToSalesTrailing12Months profitMargins  \
ROCC     0.13    2.546801                     1.128053       0.06175   

     quickRatio returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
ROCC      0.404        0.08139        0.19205         1.903           39.08   

      sector sharesOutstanding shortRatio totalCash totalCashPerShare  \
ROCC  Energy          21163400        2.3   6358000               0.3   

      totalDebt totalRevenue trailingPE  
ROCC  525808992    709540992    16.0731  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	37.82	32.048974	43.306825	54.564677	37.893968	5.380754	27.132461	48.655476

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
ROCC	1.213679	37.82	11962556.054688	0.666102	0.594188	0.577777

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 73.681655909482 104.52540953783401
test cv mean error, stdev (10 folds): 78.01204468659131 108.68230111797764
sell date: 2022-07-01
expected return: 0.046128351250736964
discounted return: 0.003474951760013667
quarter return: 1.3759458452054782

['options', ('2022-07-15', '2022-12-16')]
symbol: COP
sector: Energy
Index: SP500
vol_30d_2yr: 189274208.203125
Sector 1YMF: 3.6199951171875
1YMF: 3.6199951171875
risk trend factor: 0.1025203790799483
         beta currentRatio debtToEquity dividendRate dividendYield  \
COP  1.350272        1.513       38.088         1.92        0.0176   

    earningsGrowth       ebitda ebitdaMargins forwardPE freeCashflow  \
COP          4.853  25497999360       0.46444  7.529317  10752749568   

    grossMargins grossProfits heldPercentInstitutions       industry  \
COP      0.52295  22936000000                 0.81349  Oil & Gas E&P   

        marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
COP  121247997952       19983998976          0.33401      0.2348     0.48   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
COP    2.463471                     2.208525       0.23417      1.287   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
COP         0.1295        0.27835         0.828          41.447  Energy   

    sharesOutstanding shortRatio   totalCash totalCashPerShare    totalDebt  \
COP        1293449984       2.15  7144000000             5.523  18745999360   

    totalRevenue trailingPE  
COP  54899998720    9.71701  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	93.739998	99.652102	112.199365	124.746628	104.355397	7.447422	89.460553	119.250241

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
COP	0.95084	93.739998	189274208.203125	0.685759	0.80033	0.48084

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'mul', True]
best inner cv score, sdev (11 folds): 146.57805508986883 144.15463593296505
test cv mean error, stdev (10 folds): 160.23674169113747 144.24443854330687
sell date: 2022-06-24
expected return: -0.005859008557960844
discounted return: -0.0009788938850212592
quarter return: 0.9138376538273771

['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           9.71
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       7.68
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             34.92
highestControversy                       2
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           77.49
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     17.53
governancePercentile                  None
militaryContract                     False]
symbol: OXY
sector: Energy
Index: SP500
vol_30d_2yr: 498984476.953125
Sector 1YMF: 2.1100006103515625
1YMF: 2.1100006103515625
risk trend factor: 0.0937361355002032
         beta currentRatio debtToEquity dividendRate dividendYield  \
OXY  1.955081        1.156      111.198         0.52        0.0086   

          ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
OXY  15392000000       0.53054  6.773723   9129875456      0.64697   

    grossProfits heldPercentInstitutions       industry    marketCap  \
OXY  16297000000                 0.82197  Oil & Gas E&P  52182794240   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
OXY       12762999808          0.25255      0.0242     0.24    3.445545   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
OXY                     1.798662       0.25314      0.844        0.05964   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
OXY        0.34101         0.577          30.999  Energy         937190976   

    shortRatio   totalCash totalCashPerShare    totalDebt totalRevenue  \
OXY       2.02  1908999936             2.037  27696001024  29012000768   

    trailingPE  
OXY   8.324114  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	55.68	56.839295	65.607143	74.374991	61.382222	4.693201	51.995819	70.768625

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
OXY	1.190976	55.68	498984476.953125	0.71978	0.690434	0.542013

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', None]
best inner cv score, sdev (11 folds): 67.2199336556931 59.73887056699645
test cv mean error, stdev (10 folds): 72.47517021468275 60.18150296369074
sell date: 2022-09-16
expected return: 0.26756470126000104
discounted return: 0.0026378898086187874
quarter return: 1.2742609135760552

['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                          12.04
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       6.88
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             43.53
highestControversy                       2
esgPerformance                   LEAD_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           92.95
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     24.61
governancePercentile                  None
militaryContract                     False]
symbol: MGPI
sector: error
sector: error
Index: SP600
vol_30d_2yr: 2319158.7890625
Sector 1YMF: 1.1299972534179688
1YMF: 1.1299972534179688
risk trend factor: 0.07424422882968507
Empty DataFrame
Columns: []
Index: [MGPI]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	93.139999	89.504506	94.30381	99.103114	92.664127	3.996399	84.671329	100.656925

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MGPI	1.204144	93.139999	2319158.789062	0.847493	0.649088	0.471114

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 108.84844376995493 108.33051212540643
test cv mean error, stdev (10 folds): 117.69850195448052 109.76106514492068
sell date: 2022-09-23
expected return: 0.1823336205591928
discounted return: 0.0017281939806363944
quarter return: 1.172169866801382

symbol: MTDR
sector: Energy
Index: SP400
vol_30d_2yr: 48684538.4765625
Sector 1YMF: 0.3000030517578125
1YMF: 0.3000030517578125
risk trend factor: 0.01246895603489608
          beta currentRatio debtToEquity dividendRate dividendYield  \
MTDR  3.830762        0.997       64.833          0.2        0.0036   

     earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
MTDR          2.392  1377725952       0.67726   5.21385     29532376   

     grossMargins grossProfits heldPercentInstitutions       industry  \
MTDR      0.85318   1462239000                 0.94358  Oil & Gas E&P   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
MTDR  6048000000        1212914048          0.49636      0.0245     0.52   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
MTDR    2.853322                      2.97308       0.35956      0.801   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
MTDR        0.15195        0.40598         0.966          17.345  Energy   

     sharesOutstanding shortRatio totalCash totalCashPerShare   totalDebt  \
MTDR         118125000       5.18  63001000             0.533  1515442944   

     totalRevenue trailingPE  
MTDR   2034253952   8.356456  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	51.200001	48.705794	59.342064	69.978334	55.003573	5.257912	44.487749	65.519397

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MTDR	0.702256	51.200001	48684538.476562	0.730363	0.889052	0.461003

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, None]
best inner cv score, sdev (11 folds): 50.80379825693239 41.064777707204016
test cv mean error, stdev (10 folds): 55.70621239599544 39.882041781440286
sell date: 2022-06-24
expected return: 2.4217904656762308e-05
discounted return: 4.036276713748066e-06
quarter return: 1.0003714056622668

['options', ('2022-07-15', '2023-01-20')]
symbol: CIVI
sector: Energy
Index: SP600
vol_30d_2yr: 11280458.3984375
Sector 1YMF: -4.769992828369141
1YMF: -4.769992828369141
risk trend factor: -0.16120284517848887
         beta currentRatio debtToEquity dividendRate dividendYield     ebitda  \
CIVI  1.69646        0.505       11.399         1.85        0.0308  910931008   

     ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
CIVI       0.54408  4.123542    855249152      0.79951    731177000   

     heldPercentInstitutions       industry   marketCap operatingCashflow  \
CIVI                 1.04414  Oil & Gas E&P  5104847872         764176000   

     operatingMargins payoutRatio pegRatio priceToBook  \
CIVI          0.26443      0.2792     0.33    1.100427   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
CIVI                     3.049008       0.16167      0.477        0.06714   

     returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
CIVI        0.09524        10.028          31.498  Energy          84967504   

     shortRatio  totalCash totalCashPerShare  totalDebt totalRevenue  \
CIVI       6.11  154348992             1.817  528631008   1674264960   

     trailingPE  
CIVI  11.968128  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	60.080002	60.574303	74.092381	87.610459	65.567778	7.658155	50.251469	80.884087

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
CIVI	1.757641	60.080002	11280458.398438	0.651117	0.000393	0.470352

ADFuller H0 rejected @ .05, Mean Reverting TS
Month Mean Reverting buy signal

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 57.07527951568502 43.09794828343172
test cv mean error, stdev (10 folds): 61.65999107957166 42.56713606078584
sell date: 2022-09-09
expected return: 0.08288132183729856
discounted return: 0.0009598022339978307
quarter return: 1.0922714821898638

['options', ('2022-07-15', '2022-12-16')]
symbol: AZO
sector: Consumer Cyclical
Index: SP500
vol_30d_2yr: 4250866.015625
Sector 1YMF: -99.27978515625
1YMF: -99.27978515625
risk trend factor: -0.18868743102283064
         beta currentRatio earningsGrowth      ebitda ebitdaMargins forwardPE  \
AZO  0.901339        0.776          0.096  3682660096       0.23282  16.41704   

    grossMargins grossProfits heldPercentInstitutions          industry  \
AZO      0.52377   7717785000                 0.96976  Specialty Retail   

       marketCap operatingMargins payoutRatio pegRatio  \
AZO  40288190464          0.20572           0     1.97   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
AZO                     2.547087       0.15207      0.033        0.14193   

    revenueGrowth revenuePerShare             sector sharesOutstanding  \
AZO         0.059         767.647  Consumer Cyclical          19576000   

    shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue  \
AZO       2.53  263044000            13.437  8716979200  15817359360   

    trailingPE  
AZO   18.16484  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	1992.550049	1816.773252	2002.902222	2189.031191	2042.225716	100.990553	1840.24461	2244.206822

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
AZO	1.078463	1992.550049	4250866.015625	0.768227	0.970995	0.404903

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -359.96002197265625
Sector Volume Factor: 1.2928194874233667
Sector Risk Trend Factor: -4.72140697901556
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', None]
best inner cv score, sdev (11 folds): 63137.31188390248 88854.74003212538
test cv mean error, stdev (10 folds): 68455.14549345404 91507.58934823258
sell date: 2022-09-16
expected return: 0.07133760961127086
discounted return: 0.0007659372934596398
quarter return: 1.072979392980291

['options', ('2022-09-16', '2022-12-16')]
['sustainability',                             Value
2022-5                           
palmOil                     False
controversialWeapons        False
gambling                    False
socialScore                  7.17
nuclear                     False
furLeather                  False
alcoholic                   False
gmo                         False
catholic                    False
socialPercentile             None
peerCount                      57
governanceScore              4.12
environmentPercentile        None
animalTesting               False
tobacco                     False
totalEsg                    11.34
highestControversy              2
esgPerformance         UNDER_PERF
coal                        False
pesticides                  False
adult                       False
percentile                   3.53
peerGroup               Retailing
smallArms                   False
environmentScore             0.05
governancePercentile         None
militaryContract            False]
symbol: MUSA
sector: Consumer Cyclical
Index: SP400
vol_30d_2yr: 5753261.328125
Sector 1YMF: -10.839996337890625
1YMF: -10.839996337890625
risk trend factor: -0.23987606577725132
          beta currentRatio debtToEquity dividendRate dividendYield  \
MUSA  0.820982        1.083      283.285         1.24         0.005   

     earningsGrowth     ebitda ebitdaMargins  forwardPE freeCashflow  \
MUSA          2.025  950200000       0.05637  19.691177    451787488   

     grossMargins grossProfits heldPercentInstitutions          industry  \
MUSA      0.07071   1064700000                 0.86324  Specialty Retail   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
MUSA  6157129216         846800000          0.04334      0.0569     3.33   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
MUSA    7.779171                     0.365287       0.02931      0.733   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
MUSA        0.11155        0.62846         0.501         658.653   

                 sector sharesOutstanding shortRatio  totalCash  \
MUSA  Consumer Cyclical          24201600        4.6  356200000   

     totalCashPerShare   totalDebt totalRevenue trailingPE  
MUSA            14.718  2242200064  16855600128  13.386478  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	219.949997	223.738215	240.378096	257.017977	230.259682	18.979918	192.299846	268.219518

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MUSA	1.334565	219.949997	5753261.328125	0.722226	0.983263	0.407464

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -359.96002197265625
Sector Volume Factor: 1.2928194874233667
Sector Risk Trend Factor: -4.72140697901556
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'add', True]
best inner cv score, sdev (11 folds): 715.3257830805561 661.0824765975951
test cv mean error, stdev (10 folds): 648.0064679024345 656.4161816818842
sell date: 2022-08-26
expected return: 0.06149875115961356
discounted return: 0.0008653281758577158
quarter return: 1.0828275996323262

['options', ('2022-07-15', '2022-11-18')]
symbol: UFCS
sector: error
sector: error
Index: SP600
vol_30d_2yr: 1723938.8671875
Sector 1YMF: -1.0800018310546875
1YMF: -1.0800018310546875
risk trend factor: -0.24161108190588027
Empty DataFrame
Columns: []
Index: [UFCS]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	32.57	29.682972	31.6	33.517028	30.725873	1.016477	28.69292	32.758826

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
UFCS	1.187165	32.57	1723938.867188	0.782015	0.585692	0.498098

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 13.34140757695232 9.2016866490542
test cv mean error, stdev (10 folds): 14.540631099273885 8.79345756381533
sell date: 2022-09-16
expected return: 0.08518140898826108
discounted return: 0.0009087145226485127
quarter return: 1.0871545453020353

['options', ('2022-08-19',)]
symbol: CVBF
sector: Financial Services
Index: SP600
vol_30d_2yr: 12635628.7109375
Sector 1YMF: -0.7200050354003906
1YMF: -0.7200050354003906
risk trend factor: -0.30769443950852354
          beta dividendRate dividendYield earningsGrowth ebitdaMargins  \
CVBF  0.377941         0.72        0.0305          -0.34             0   

      forwardPE grossMargins grossProfits heldPercentInstitutions  \
CVBF  16.874126            0    483535000                 0.72487   

            industry   marketCap operatingMargins payoutRatio pegRatio  \
CVBF  Banks—Regional  3270145792          0.60509      0.5143     1.53   

     priceToBook priceToSalesTrailing12Months profitMargins returnOnAssets  \
CVBF    1.584373                     6.935887       0.41187        0.01199   

     returnOnEquity revenueGrowth revenuePerShare              sector  \
CVBF        0.09482        -0.091           3.428  Financial Services   

     sharesOutstanding shortRatio   totalCash totalCashPerShare  totalDebt  \
CVBF         135522000       3.87  1659897984             11.72  598908992   

     totalRevenue trailingPE  
CVBF    471481984  15.272151  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	24.129999	23.52193	24.381429	25.240927	23.704776	0.67123	22.362315	25.047236

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
CVBF	1.598852	24.129999	12635628.710938	0.887047	0.445451	0.318304

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -72.2699966430664
Sector Volume Factor: 1.2707168073107045
Sector Risk Trend Factor: -4.617890709055871
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', False]
best inner cv score, sdev (11 folds): 3.115250571845985 2.0162683413279776
test cv mean error, stdev (10 folds): 3.3206175302063086 2.001984259093406
sell date: 2022-08-26
expected return: 0.028650177231196176
discounted return: 0.0004094669280247931
quarter return: 1.0383814958869377

['quarterly_balance_sheet',                                     2022-03-31    2021-12-31    2021-09-30  \
Intangible Assets                 2.731000e+07  2.539400e+07  2.728600e+07   
Total Liab                        1.546409e+10  1.380219e+10  1.413768e+10   
Total Stockholder Equity          2.075043e+09  2.081503e+09  2.063920e+09   
Total Assets                      1.753914e+10  1.588370e+10  1.620160e+10   
Common Stock                      2.221305e+09  1.209903e+09  1.208569e+09   
Other Liab                        1.194280e+08  9.571600e+07  8.888300e+07   
Good Will                         7.658220e+08  6.637070e+08  6.637070e+08   
Treasury Stock                   -1.462620e+08 -3.968000e+06  3.078000e+06   
Other Assets                      9.004589e+09  8.111415e+09  8.115782e+09   
Cash                              1.653039e+09  1.732548e+09  2.561363e+09   
Total Current Liabilities         1.534467e+10  1.369213e+10  1.402944e+10   
Other Stockholder Equity         -1.462620e+08 -3.968000e+06  3.078000e+06   
Property Plant Equipment          5.343500e+07  6.837000e+07  6.921500e+07   
Total Current Assets              1.659898e+09  1.822471e+09  2.671922e+09   
Long Term Investments             6.028083e+09  5.192340e+09  4.653686e+09   
Net Tangible Assets               1.281911e+09  1.392402e+09  1.372927e+09   
Short Term Investments            6.859000e+06  2.599900e+07  2.726000e+07   
Accounts Payable                  1.474576e+10  1.302678e+10  1.335197e+10   
Other Current Assets                       NaN  3.420400e+07  3.025300e+07   
Retained Earnings                          NaN  8.755680e+08  8.522730e+08   
Deferred Long Term Asset Charges           NaN  2.500100e+07           NaN   
Net Receivables                            NaN  7.602000e+06  3.687000e+07   

                                    2021-06-30  
Intangible Assets                 2.930000e+07  
Total Liab                        1.348421e+10  
Total Stockholder Equity          2.055074e+09  
Total Assets                      1.553929e+10  
Common Stock                      1.214882e+09  
Other Liab                        8.605700e+07  
Good Will                         6.637070e+08  
Treasury Stock                    1.325100e+07  
Other Assets                      8.337049e+09  
Cash                              2.331865e+09  
Total Current Liabilities         1.337953e+10  
Other Stockholder Equity          1.325100e+07  
Property Plant Equipment          7.021800e+07  
Total Current Assets              2.452381e+09  
Long Term Investments             3.986633e+09  
Net Tangible Assets               1.362067e+09  
Short Term Investments            2.625800e+07  
Accounts Payable                  1.277949e+10  
Other Current Assets              3.512400e+07  
Retained Earnings                 8.269410e+08  
Deferred Long Term Asset Charges           NaN  
Net Receivables                   4.071000e+07  ]
['quarterly_cashflow',                                            2022-03-31   2021-12-31  \
Net Income                                 45560000.0   47696000.0   
Change To Liabilities                             0.0          0.0   
Investments                                       NaN -862160000.0   
Total Cashflows From Investing Activities         NaN -894601000.0   
Net Borrowings                                    NaN  -14910000.0   
Total Cash From Financing Activities              NaN    7124000.0   
Change To Operating Activities                    NaN    2916000.0   
Issuance Of Stock                                 NaN     291000.0   
Change In Cash                                    NaN -828815000.0   
Repurchase Of Stock                               NaN     -91000.0   
Total Cash From Operating Activities              NaN   58662000.0   
Depreciation                                      NaN     717000.0   
Other Cashflows From Investing Activities         NaN    1293000.0   
Dividends Paid                                    NaN  -24392000.0   
Other Cashflows From Financing Activities         NaN   46226000.0   
Change To Netincome                               NaN    7333000.0   
Capital Expenditures                              NaN   -2399000.0   

                                            2021-09-30   2021-06-30  
Net Income                                  49753000.0   51179000.0  
Change To Liabilities                              0.0          0.0  
Investments                               -378753000.0  -38963000.0  
Total Cashflows From Investing Activities -146757000.0  175741000.0  
Net Borrowings                              81372000.0   41087000.0  
Total Cash From Financing Activities       310374000.0  607064000.0  
Change To Operating Activities              15390000.0  -29432000.0  
Issuance Of Stock                              22000.0      73000.0  
Change In Cash                             229498000.0  806566000.0  
Repurchase Of Stock                         -7712000.0     -32000.0  
Total Cash From Operating Activities        65881000.0   23761000.0  
Depreciation                                -2305000.0   -1312000.0  
Other Cashflows From Investing Activities    1293000.0  -18941000.0  
Dividends Paid                             -24467000.0  -24466000.0  
Other Cashflows From Financing Activities  261159000.0  590402000.0  
Change To Netincome                          3043000.0    3326000.0  
Capital Expenditures                           21000.0   -1637000.0  ]
['quarterly_earnings',            Revenue  Earnings
Quarter                     
2Q2021   121724000  51179000
3Q2021   117782000  49753000
4Q2021   110880000  47696000
1Q2022   121096000  45560000]
['quarterly_financials',                                          2022-03-31   2021-12-31   2021-09-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                        63366000.0   66800000.0   69683000.0   
Minority Interest                              None         None         None   
Net Income                               45560000.0   47696000.0   49753000.0   
Selling General Administrative           45525000.0   40640000.0   40366000.0   
Gross Profit                            121096000.0  110880000.0  117782000.0   
Ebit                                            0.0          0.0          0.0   
Operating Income                         70494000.0   64945000.0   72506000.0   
Other Operating Expenses                  5077000.0    5295000.0    4910000.0   
Interest Expense                               None         None         None   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                       17806000.0   19104000.0   19930000.0   
Total Revenue                           121096000.0  110880000.0  117782000.0   
Total Operating Expenses                 50602000.0   45935000.0   45276000.0   
Cost Of Revenue                                 0.0          0.0          0.0   
Total Other Income Expense Net           -7128000.0    1855000.0   -2823000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops           45560000.0   47696000.0   49753000.0   
Net Income Applicable To Common Shares   45560000.0   47499000.0   49526000.0   

                                         2021-06-30  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                        71679000.0  
Minority Interest                              None  
Net Income                               51179000.0  
Selling General Administrative           40489000.0  
Gross Profit                            121724000.0  
Ebit                                            0.0  
Operating Income                         77346000.0  
Other Operating Expenses                  3889000.0  
Interest Expense                               None  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                       20500000.0  
Total Revenue                           121724000.0  
Total Operating Expenses                 44378000.0  
Cost Of Revenue                                 0.0  
Total Other Income Expense Net           -5667000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops           51179000.0  
Net Income Applicable To Common Shares   50942000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0                      iShares Core S&P Smallcap ETF  8960862    2022-01-30   
1                    Neuberger & Berman Genesis Fund  3665105    2022-02-27   
2             Vanguard Total Stock Market Index Fund  3663017    2021-12-30   
3                      Vanguard Small-Cap Index Fund  3240182    2021-12-30   
4                           iShares Russell 2000 ETF  3000907    2022-01-30   
5                 iShares S&P Smallcap 600 Value ETF  2118512    2022-01-30   
6                Vanguard Small Cap Value Index Fund  2055670    2021-12-30   
7             Allspring Special Small Cap Value Fund  1855074    2022-02-27   
8                Vanguard Extended Market Index Fund  1718314    2021-12-30   
9  Advisors Inner Circle Fund II-Champlain Small ...  1500000    2021-12-30   

    % Out      Value  
0  0.0635  197407789  
1  0.0260   86423175  
2  0.0260   78425193  
3  0.0230   69372296  
4  0.0213   66109981  
5  0.0150   46670819  
6  0.0146   44011894  
7  0.0132   43742644  
8  0.0122   36789102  
9  0.0106   32115000  ]
symbol: EOG
sector: Energy
Index: SP500
vol_30d_2yr: 97142371.875
Sector 1YMF: -13.280006408691406
1YMF: -13.280006408691406
risk trend factor: -0.3089810463346336
         beta currentRatio debtToEquity dividendRate dividendYield  \
EOG  1.658348        1.354       24.707            3        0.0269   

    earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
EOG         -0.422  9639999488       0.42867  7.303466   3687624960   

    grossMargins grossProfits heldPercentInstitutions       industry  \
EOG      0.67685  13034000000                 0.89124  Oil & Gas E&P   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
EOG  65406570496        7749000192          0.25347       0.265     0.57   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
EOG    3.036243                      2.90851       0.19464      1.153   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
EOG        0.09594        0.20694         0.667          38.672  Energy   

    sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
EOG         585713024       1.67  4008999936             6.845  5321999872   

    totalRevenue trailingPE  
EOG  22488000512  14.899266  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	111.669998	116.00035	133.675556	151.350762	125.214127	8.653608	107.906911	142.521343

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
EOG	0.966433	111.669998	97142371.875	0.688961	0.584303	0.478009

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 263.50765728004404 194.33682292950965
test cv mean error, stdev (10 folds): 286.67242832517366 188.78777840262532
sell date: 2022-09-16
expected return: 0.22256139976037265
discounted return: 0.0022352518573900415
quarter return: 1.2280329733852624

['options', ('2022-07-15', '2023-01-20', '2024-01-19', '2026-03-20')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           8.13
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       7.73
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             36.25
highestControversy                       1
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           81.37
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     20.39
governancePercentile                  None
militaryContract                     False]
symbol: CYTK
sector: Healthcare
Index: SP600
vol_30d_2yr: 23676993.75
Sector 1YMF: -4.1999969482421875
1YMF: -4.1999969482421875
risk trend factor: -0.3733330620659722
         beta currentRatio debtToEquity      ebitda ebitdaMargins forwardPE  \
CYTK  1.22366        9.328      279.088  -220479008             0 -9.596244   

     freeCashflow grossMargins grossProfits heldPercentInstitutions  \
CYTK   -149753248     -1.68057    -89510000                 1.14096   

           industry   marketCap operatingCashflow operatingMargins  \
CYTK  Biotechnology  3501462016        -139814000         -3.43789   

     payoutRatio pegRatio priceToBook priceToSalesTrailing12Months  \
CYTK           0     -0.6   30.080944                     53.84545   

     profitMargins quickRatio returnOnAssets returnOnEquity revenueGrowth  \
CYTK             0      9.201       -0.19497       -2.79897        -0.825   

     revenuePerShare      sector sharesOutstanding shortRatio  totalCash  \
CYTK           0.809  Healthcare          85652200       9.63  608974016   

     totalCashPerShare  totalDebt totalRevenue  
CYTK              7.11  324471008     65028000  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	40.580002	37.816359	39.913492	42.010626	39.092064	2.21228	34.667503	43.516624

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
CYTK	0.618546	40.580002	23676993.75	0.779452	0.984005	0.353422

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -122.20997619628906
Sector Volume Factor: 1.2238851152317325
Sector Risk Trend Factor: -3.3236323632363236
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'mul', False]
best inner cv score, sdev (11 folds): 24.198114077612242 21.543997143388985
test cv mean error, stdev (10 folds): 25.43219886436263 22.221736587069383
sell date: 2022-09-23
expected return: 0.1641286618363941
discounted return: 0.0015679586588457362
quarter return: 1.1550449072443965

['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
symbol: ULTA
sector: Consumer Cyclical
Index: SP500
vol_30d_2yr: 17968125.78125
Sector 1YMF: -40.080047607421875
1YMF: -40.080047607421875
risk trend factor: -0.40616171652986643
         beta currentRatio debtToEquity earningsGrowth      ebitda  \
ULTA  1.65196        1.464      120.281          0.789  1561005056   

     ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
ULTA       0.18086  22.113407    763609024      0.43536   3757531000   

     heldPercentInstitutions          industry    marketCap operatingCashflow  \
ULTA                 0.92322  Specialty Retail  21422397440        1059265024   

     operatingMargins payoutRatio pegRatio priceToBook  \
ULTA          0.14987           0     0.46   10.792322   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
ULTA                     2.482061       0.11422      0.427        0.16407   

     returnOnEquity revenueGrowth revenuePerShare             sector  \
ULTA        0.55777         0.241         158.417  Consumer Cyclical   

     sharesOutstanding shortRatio  totalCash totalCashPerShare   totalDebt  \
ULTA          54120200       1.74  431560000             8.247  1846755968   

     totalRevenue trailingPE  
ULTA   8630889472   25.36884  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	395.829987	334.79461	392.247617	449.700624	397.276032	20.780001	355.716031	438.836034

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
ULTA	1.308411	395.829987	17968125.78125	0.830576	0.517356	0.398236

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -359.96002197265625
Sector Volume Factor: 1.2928194874233667
Sector Risk Trend Factor: -4.72140697901556
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', None]
best inner cv score, sdev (11 folds): 2384.3378017500263 3651.6916988205103
test cv mean error, stdev (10 folds): 2511.063421259521 3806.79780264185
sell date: 2022-09-23
expected return: 0.13502035319233277
discounted return: 0.0013065288806024533
quarter return: 1.1276346429644923

['quarterly_balance_sheet',                              2022-01-29    2021-10-30    2021-07-31  \
Intangible Assets          1.538000e+06  1.770000e+06  2.001000e+06   
Capital Surplus            9.349450e+08  9.158140e+08  8.892060e+08   
Total Liab                 3.229006e+09  3.300967e+09  3.074772e+09   
Total Stockholder Equity   1.535373e+09  1.986800e+09  1.879813e+09   
Deferred Long Term Liab    2.259600e+07           NaN           NaN   
Other Current Liab         3.663650e+08  2.726280e+08  3.093070e+08   
Total Assets               4.764379e+09  5.287767e+09  4.954585e+09   
Common Stock               5.300000e+05  5.490000e+05  5.510000e+05   
Other Current Assets       5.909000e+06  3.750100e+07  1.854400e+07   
Retained Earnings          6.533760e+08  1.123749e+09  1.034831e+09   
Other Liab                 9.835800e+07  1.109300e+08  1.077000e+08   
Good Will                  1.087000e+07  1.087000e+07  1.087000e+07   
Treasury Stock            -5.347800e+07 -5.331200e+07 -4.477500e+07   
Other Assets               7.138500e+07  6.542100e+07  6.396100e+07   
Cash                       4.315600e+08  6.050530e+08  7.701440e+08   
Total Current Liabilities  1.558010e+09  1.624116e+09  1.381533e+09   
Property Plant Equipment   2.396732e+09  2.373198e+09  2.379673e+09   
Total Current Assets       2.281183e+09  2.833693e+09  2.494934e+09   
Long Term Investments      2.671000e+06  2.815000e+06  3.146000e+06   
Net Tangible Assets        1.522965e+09  1.974160e+09  1.866942e+09   
Net Receivables            2.336820e+08  1.692120e+08  1.544160e+08   
Inventory                  1.499218e+09  1.916343e+09  1.443685e+09   
Accounts Payable           5.527300e+08  7.474510e+08  5.352570e+08   

                             2021-05-01  
Intangible Assets          2.233000e+06  
Capital Surplus            8.613120e+08  
Total Liab                 3.242827e+09  
Total Stockholder Equity   1.844717e+09  
Deferred Long Term Liab             NaN  
Other Current Liab         4.278950e+08  
Total Assets               5.087544e+09  
Common Stock               5.580000e+05  
Other Current Assets                NaN  
Retained Earnings          1.027414e+09  
Other Liab                 1.067550e+08  
Good Will                  1.087000e+07  
Treasury Stock            -4.456700e+07  
Other Assets               5.938200e+07  
Cash                       9.474560e+08  
Total Current Liabilities  1.522763e+09  
Property Plant Equipment   2.448056e+09  
Total Current Assets       2.563756e+09  
Long Term Investments      3.247000e+06  
Net Tangible Assets        1.831614e+09  
Net Receivables            1.543420e+08  
Inventory                  1.353565e+09  
Accounts Payable           5.528370e+08  ]
['quarterly_cashflow',                                             2022-01-29   2021-10-30  \
Investments                                 -4297000.0   -4297000.0   
Change To Liabilities                     -118997000.0  213910000.0   
Total Cashflows From Investing Activities  -68066000.0  -51113000.0   
Total Cash From Financing Activities      -749835000.0 -127422000.0   
Change To Operating Activities             -40398000.0  -66507000.0   
Issuance Of Stock                           10089000.0    7489000.0   
Net Income                                 289366000.0  215289000.0   
Change In Cash                            -173493000.0 -165091000.0   
Repurchase Of Stock                       -759924000.0 -134911000.0   
Total Cash From Operating Activities       644408000.0   13444000.0   
Depreciation                                62800000.0   65157000.0   
Change To Inventory                        417125000.0 -472658000.0   
Change To Account Receivables              -64470000.0  -14796000.0   
Change To Netincome                         53681000.0   92002000.0   
Capital Expenditures                       -63769000.0  -51113000.0   
Effect Of Exchange Rate                            NaN          NaN   

                                            2021-07-31   2021-05-01  
Investments                                 -4297000.0   -4297000.0  
Change To Liabilities                      -21848000.0   72287000.0  
Total Cashflows From Investing Activities  -22742000.0  -34563000.0  
Total Cash From Financing Activities      -225916000.0 -394043000.0  
Change To Operating Activities             -81403000.0  -48028000.0  
Issuance Of Stock                           17776000.0    5032000.0  
Net Income                                 250893000.0  230289000.0  
Change In Cash                            -177312000.0  -98595000.0  
Repurchase Of Stock                       -243692000.0 -399075000.0  
Total Cash From Operating Activities        71346000.0  330067000.0  
Depreciation                                68978000.0   70599000.0  
Change To Inventory                        -90120000.0 -185350000.0  
Change To Account Receivables                 -74000.0   38767000.0  
Change To Netincome                         77425000.0   80072000.0  
Capital Expenditures                       -22742000.0  -34563000.0  
Effect Of Exchange Rate                            NaN     -56000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
2Q2021   1938519000  230289000
3Q2021   1967207000  250893000
4Q2021   1995775000  215289000
1Q2022   2729388000  289366000]
['quarterly_financials',                                           2022-01-29    2021-10-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        375155000.0   283826000.0   
Minority Interest                               None          None   
Net Income                               289366000.0   215289000.0   
Selling General Administrative          1038945000.0   504037000.0   
Gross Profit                            1416306000.0   789474000.0   
Ebit                                     375622000.0   283605000.0   
Operating Income                         375622000.0   283605000.0   
Other Operating Expenses                        None          None   
Interest Expense                           -467000.0     -413000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                        85789000.0    68537000.0   
Total Revenue                           2729388000.0  1995775000.0   
Total Operating Expenses                2353766000.0  1712170000.0   
Cost Of Revenue                         1313082000.0  1206301000.0   
Total Other Income Expense Net             -467000.0      221000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           289366000.0   215289000.0   
Net Income Applicable To Common Shares   289366000.0   215289000.0   

                                          2021-07-31    2021-05-01  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                        331882000.0   304966000.0  
Minority Interest                               None          None  
Net Income                               250893000.0   230289000.0  
Selling General Administrative           465347000.0   446214000.0  
Gross Profit                             797963000.0   753788000.0  
Ebit                                     331259000.0   302985000.0  
Operating Income                         331259000.0   302985000.0  
Other Operating Expenses                        None          None  
Interest Expense                           -425000.0     -358000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        80989000.0    74677000.0  
Total Revenue                           1967207000.0  1938519000.0  
Total Operating Expenses                1635948000.0  1635534000.0  
Cost Of Revenue                         1169244000.0  1184731000.0  
Total Other Income Expense Net              623000.0     1981000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops           250893000.0   230289000.0  
Net Income Applicable To Common Shares   250893000.0   230289000.0  ]
['mutualfund_holders',                                        Holder   Shares Date Reported   % Out  \
0      Vanguard Total Stock Market Index Fund  1544846    2021-12-30  0.0296   
1                 Vanguard Mid-Cap Index Fund  1229135    2021-12-30  0.0235   
2                     Vanguard 500 Index Fund  1151274    2021-12-30  0.0220   
3                      SPDR S&P 500 ETF Trust   580910    2022-01-30  0.0111   
4  Legg Mason Clearbridge Large Cap Growth Fd   569422    2022-02-27  0.0109   
5                     Fidelity 500 Index Fund   556669    2022-02-27  0.0107   
6     Eaton Vance Atlanta Capital SMID-Cap Fd   537510    2021-12-30  0.0103   
7                     MFS Mid Cap Growth Fund   463397    2022-02-27  0.0089   
8                    iShares Core S&P 500 ETF   447715    2022-01-30  0.0086   
9                  Vanguard Growth Index Fund   431505    2021-12-30  0.0083   

       Value  
0  637001799  
1  506821525  
2  474716321  
3  211300203  
4  213248539  
5  208472540  
6  221636873  
7  173542176  
8  162851854  
9  177926771  ]
['options', ('2023-01-20', '2024-01-19')]
['sustainability',                            Value
2022-5                          
palmOil                    False
controversialWeapons       False
gambling                   False
socialScore                 7.23
nuclear                    False
furLeather                 False
alcoholic                  False
gmo                        False
catholic                   False
socialPercentile               0
peerCount                     57
governanceScore             5.01
environmentPercentile          0
animalTesting              False
tobacco                    False
totalEsg                   16.07
highestControversy             2
esgPerformance          LAG_PERF
coal                       False
pesticides                 False
adult                      False
percentile                 12.44
peerGroup              Retailing
smallArms                  False
environmentScore            3.83
governancePercentile           0
militaryContract           False]
symbol: EQT
sector: Energy
Index: SP400
vol_30d_2yr: 138427084.1796875
Sector 1YMF: -6.420003890991211
1YMF: -6.420003890991211
risk trend factor: -0.4065866699651676
         beta currentRatio debtToEquity dividendRate dividendYield  \
EQT  0.947822        0.398       61.543          0.5         0.013   

          ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
EQT  -1089323008      -0.13465  5.732057   2408109568        0.734   

    grossProfits heldPercentInstitutions       industry    marketCap  \
EQT   4672261000                 0.96148  Oil & Gas E&P  13281123328   

    operatingCashflow operatingMargins pegRatio priceToBook  \
EQT        2283751936          -0.3565     0.23    1.619867   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
EQT                     1.641695      -0.32564      0.162       -0.09046   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
EQT        -0.3018         1.206          23.313  Energy         369536000   

    shortRatio totalCash totalCashPerShare   totalDebt totalRevenue  
EQT       2.55  16913000             0.046  5050277888   8089885184  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	35.939999	37.757538	45.406984	53.05643	40.584762	5.367299	29.850164	51.31936

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
EQT	1.286201	35.939999	138427084.179688	0.637252	0.584446	0.494719

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', False]
best inner cv score, sdev (11 folds): 30.031748475549897 49.88330860000595
test cv mean error, stdev (10 folds): 32.88875319441041 51.45281031290238
sell date: 2022-09-23
expected return: 0.33571990522681505
discounted return: 0.002988688191711386
quarter return: 1.3159373779794563

['options', ('2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                          10.21
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       7.64
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             37.38
highestControversy                       1
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           83.58
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     19.53
governancePercentile                  None
militaryContract                     False]
symbol: PTEN
sector: Energy
Index: SP600
vol_30d_2yr: 69871969.140625
Sector 1YMF: -2.760000228881836
1YMF: -2.760000228881836
risk trend factor: -0.41071430345376264
          beta currentRatio debtToEquity dividendRate dividendYield  \
PTEN  2.397321        1.345       55.638         0.16        0.0084   

         ebitda ebitdaMargins  forwardPE freeCashflow grossMargins  \
PTEN  246764992       0.15181  26.236109     25499124      0.21108   

     grossProfits heldPercentInstitutions            industry   marketCap  \
PTEN    275133000                 0.97507  Oil & Gas Drilling  4085963776   

     operatingCashflow operatingMargins pegRatio priceToBook  \
PTEN         120548000         -0.18632     3.89    2.579192   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PTEN                     2.513624       -0.3549      1.075       -0.06246   

     returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
PTEN       -0.33217         1.114            8.05  Energy         216303008   

     shortRatio totalCash totalCashPerShare  totalDebt totalRevenue  
PTEN       2.76  48264000             0.223  877241984   1625527040  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	15.24	15.042063	17.914127	20.786191	16.707143	1.496207	13.714728	19.699558

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
PTEN	1.071603	15.24	69871969.140625	0.70854	0.193969	0.465514

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', False]
best inner cv score, sdev (11 folds): 5.190537105976883 4.645520582620731
test cv mean error, stdev (10 folds): 5.602469605227471 4.676791144425836
sell date: 2022-09-23
expected return: 0.3739947243693804
discounted return: 0.0032808584606571767
quarter return: 1.351675471914011

['options', ('2022-08-19', '2023-01-20')]
symbol: LPI
sector: Energy
Index: SP600
vol_30d_2yr: 14333690.68359375
Sector 1YMF: -29.169998168945312
1YMF: -29.169998168945312
risk trend factor: -0.4368728166685758
        beta currentRatio debtToEquity     ebitda ebitdaMargins forwardPE  \
LPI  3.87549        0.448      280.154  404096000       0.28987  3.592152   

    freeCashflow grossMargins grossProfits heldPercentInstitutions  \
LPI   -657876864      0.65925    919042000                 0.65067   

          industry   marketCap operatingCashflow operatingMargins payoutRatio  \
LPI  Oil & Gas E&P  1390741760         496671008          0.13235           0   

    pegRatio priceToBook priceToSalesTrailing12Months profitMargins  \
LPI    -0.22    5.735708                     0.997609       0.10402   

    quickRatio returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
LPI      0.396        0.05774        0.58906           1.5          97.899   

     sector sharesOutstanding shortRatio totalCash totalCashPerShare  \
LPI  Energy          17070600       1.76  56798000              3.35   

      totalDebt totalRevenue  
LPI  1439378048   1394075008  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	81.470001	55.385982	91.38381	127.381638	80.369841	15.040964	50.287912	110.45177

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
LPI	1.480449	81.470001	14333690.683594	0.651878	0.115073	0.409738

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'mul', True]
best inner cv score, sdev (11 folds): 231.248257243034 166.92299271305848
test cv mean error, stdev (10 folds): 246.78009461880447 167.32004507129605
sell date: 2022-06-24
expected return: -0.0029769430921259606
discounted return: -0.0004967737338769096
quarter return: 0.9553146280075225

['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus                   2.788628e+09  2.715196e+09  2.473709e+09   
Total Liab                        2.038044e+09  2.034910e+09  1.941088e+09   
Total Stockholder Equity          5.137800e+08  2.240620e+08 -1.542820e+08   
Deferred Long Term Liab           8.100000e+06  3.630000e+07  3.200000e+06   
Other Current Liab                3.529620e+08  4.316830e+08  4.279700e+08   
Total Assets                      2.551824e+09  2.258972e+09  1.786806e+09   
Common Stock                      1.710000e+05  1.610000e+05  1.360000e+05   
Other Current Assets              4.346000e+06  2.049400e+07  1.866500e+07   
Retained Earnings                -2.275019e+09 -2.491295e+09 -2.628127e+09   
Other Liab                        7.954700e+07  1.041390e+08  1.387280e+08   
Other Assets                      5.430400e+07  8.209600e+07  9.670500e+07   
Cash                              5.679800e+07  5.139600e+07  1.935430e+08   
Total Current Liabilities         5.269130e+08  5.748110e+08  4.896750e+08   
Short Long Term Debt              5.200000e+04  1.310000e+05  1.790000e+05   
Property Plant Equipment          2.261663e+09  1.982329e+09  1.387284e+09   
Total Current Assets              2.358570e+08  1.945470e+08  3.028170e+08   
Net Tangible Assets               5.137800e+08  2.240620e+08 -1.542820e+08   
Net Receivables                   1.518070e+08  1.226570e+08  9.060900e+07   
Long Term Debt                    1.425858e+09  1.349896e+09  1.306112e+09   
Inventory                         1.016000e+07           NaN           NaN   
Accounts Payable                  6.668600e+07  5.724100e+07  4.638300e+07   
Deferred Long Term Asset Charges           NaN  2.200000e+06  3.600000e+06   

                                    2021-03-31  
Capital Surplus                   2.426769e+09  
Total Liab                        1.543471e+09  
Total Stockholder Equity         -6.856800e+07  
Deferred Long Term Liab           2.100000e+06  
Other Current Liab                1.927360e+08  
Total Assets                      1.474903e+09  
Common Stock                      1.290000e+05  
Other Current Assets              2.612300e+07  
Retained Earnings                -2.495466e+09  
Other Liab                        9.939500e+07  
Other Assets                      1.848700e+07  
Cash                              4.426200e+07  
Total Current Liabilities         2.922430e+08  
Short Long Term Debt                       NaN  
Property Plant Equipment          1.318327e+09  
Total Current Assets              1.380890e+08  
Net Tangible Assets              -6.856800e+07  
Net Receivables                   6.770400e+07  
Long Term Debt                    1.145374e+09  
Inventory                                  NaN  
Accounts Payable                  4.466500e+07  
Deferred Long Term Asset Charges  2.200000e+06  ]
['quarterly_cashflow',                                             2021-12-31   2021-09-30  \
Change To Liabilities                       10045000.0   11558000.0   
Total Cashflows From Investing Activities -279061000.0 -349183000.0   
Net Borrowings                              75000000.0   50000000.0   
Total Cash From Financing Activities        74904000.0   36180000.0   
Change To Operating Activities              62018000.0     633000.0   
Net Income                                 216276000.0  136832000.0   
Change In Cash                               5402000.0 -213588000.0   
Repurchase Of Stock                          -180000.0    -848000.0   
Total Cash From Operating Activities       209559000.0   99415000.0   
Depreciation                                79320000.0   67727000.0   
Change To Account Receivables              -29150000.0  -32048000.0   
Other Cashflows From Financing Activities      84000.0  -13145000.0   
Change To Netincome                       -130488000.0  -86796000.0   
Capital Expenditures                      -279061000.0 -742618000.0   
Issuance Of Stock                                  NaN     173000.0   

                                            2021-06-30   2021-03-31  
Change To Liabilities                         719000.0    9065000.0  
Total Cashflows From Investing Activities  -99547000.0  -69020000.0  
Net Borrowings                             160000000.0  -35000000.0  
Total Cash From Financing Activities       203723000.0   -6626000.0  
Change To Operating Activities              65178000.0  -25871000.0  
Net Income                                -132661000.0  -75439000.0  
Change In Cash                             220722000.0   -4495000.0  
Repurchase Of Stock                          -451000.0   -1290000.0  
Total Cash From Operating Activities       116546000.0   71151000.0  
Depreciation                                43901000.0   42249000.0  
Change To Account Receivables              -22905000.0   -3728000.0  
Other Cashflows From Financing Activities   -1452000.0    2798000.0  
Change To Netincome                        161204000.0  123886000.0  
Capital Expenditures                       -99665000.0  -69209000.0  
Issuance Of Stock                           45626000.0   26866000.0  ]
['quarterly_earnings',            Revenue   Earnings
Quarter                      
1Q2021   250230000  -75439000
2Q2021   294371000 -132661000
3Q2021   379250000  136832000
4Q2021   470224000  216276000]
['quarterly_financials',                                          2021-12-31   2021-09-30   2021-06-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                       219328000.0  139509000.0 -133983000.0   
Minority Interest                              None         None         None   
Net Income                              216276000.0  136832000.0 -132661000.0   
Selling General Administrative           13619000.0   15008000.0   21101000.0   
Gross Profit                            331794000.0  249997000.0  182123000.0   
Ebit                                    258808000.0   74290000.0  -97024000.0   
Operating Income                        258808000.0   74290000.0  -97024000.0   
Other Operating Expenses                -15225000.0   98021000.0  218070000.0   
Interest Expense                        -31150000.0  -30423000.0  -25900000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                        3052000.0    2677000.0   -1322000.0   
Total Revenue                           470224000.0  379250000.0  294371000.0   
Total Operating Expenses                211416000.0  304960000.0  391395000.0   
Cost Of Revenue                         138430000.0  129253000.0  112248000.0   
Total Other Income Expense Net          -39480000.0   65219000.0  -36959000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops          216276000.0  136832000.0 -132661000.0   
Net Income Applicable To Common Shares  216276000.0  136832000.0 -132661000.0   

                                         2021-03-31  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                       -76201000.0  
Minority Interest                              None  
Net Income                              -75439000.0  
Selling General Administrative           13073000.0  
Gross Profit                            155128000.0  
Ebit                                    -51566000.0  
Operating Income                        -51566000.0  
Other Operating Expenses                155512000.0  
Interest Expense                        -25942000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                        -762000.0  
Total Revenue                           250230000.0  
Total Operating Expenses                301796000.0  
Cost Of Revenue                          95102000.0  
Total Other Income Expense Net          -24635000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops          -75439000.0  
Net Income Applicable To Common Shares  -75439000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0  SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp...  1283155    2022-01-30   
1                      iShares Core S&P Smallcap ETF  1007152    2022-01-30   
2             Vanguard Total Stock Market Index Fund   437939    2021-12-30   
3                           iShares Russell 2000 ETF   291546    2022-01-30   
4                Vanguard Extended Market Index Fund   182706    2021-12-30   
5  Direxion Shares ETF Tr- Daily S&P Oil & Gas Ex...   147088    2022-01-30   
6     Fidelity Strategic Advisors Small-Mid Cap Fund   139883    2022-02-27   
7           Vanguard Tax Managed Fund-Small Cap Fund   120804    2021-12-30   
8                          DFA U.S. Small Cap Series   118021    2022-01-30   
9  First Tr Exchange Traded Fd-First Tr Natural G...   117256    2022-02-27   

    % Out     Value  
0  0.0742  86176689  
1  0.0582  67640328  
2  0.0253  26333272  
3  0.0168  19580229  
4  0.0106  10986111  
5  0.0085   9878430  
6  0.0081  10709442  
7  0.0070   7263944  
8  0.0068   7926290  
9  0.0068   8977119  ]
['options', ('2022-07-15', '2022-12-16', '2023-01-20')]
symbol: NTCT
sector: Technology
Index: SP600
vol_30d_2yr: 9623952.1484375
Sector 1YMF: -3.339996337890625
1YMF: -3.339996337890625
risk trend factor: -0.45135087973882726
          beta currentRatio debtToEquity     ebitda ebitdaMargins forwardPE  \
NTCT  0.644642        1.936       20.158  145480992       0.17004  15.90411   

     freeCashflow grossMargins grossProfits heldPercentInstitutions  \
NTCT    260617744      0.74966    641389000                 0.96181   

                     industry   marketCap operatingCashflow operatingMargins  \
NTCT  Software—Infrastructure  2581519360         296012992          0.05813   

     payoutRatio pegRatio priceToBook priceToSalesTrailing12Months  \
NTCT           0     9.69    1.252652                     3.017292   

     profitMargins quickRatio returnOnAssets returnOnEquity revenueGrowth  \
NTCT       0.04193      1.788         0.0099        0.01764        -0.104   

     revenuePerShare      sector sharesOutstanding shortRatio  totalCash  \
NTCT          11.559  Technology          74117696       5.93  703198016   

     totalCashPerShare  totalDebt totalRevenue trailingPE  
NTCT             9.488  415337984    855574976   72.56251  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	32.93	32.684032	35.016032	37.348031	33.294127	1.677396	29.939335	36.648919

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
NTCT	1.227115	32.93	9623952.148438	0.734933	0.034064	0.345791

ADFuller H0 rejected @ .05, Mean Reverting TS
Month Mean Reverting buy signal

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -363.4599914550781
Sector Volume Factor: 1.1528457613891094
Sector Risk Trend Factor: -4.954471974241429
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', None]
best inner cv score, sdev (11 folds): 10.19920331942748 5.86648363530566
test cv mean error, stdev (10 folds): 10.486504110255629 6.078588173761055
sell date: 2022-09-23
expected return: 0.14994166035568707
discounted return: 0.0014413595240705401
quarter return: 1.141689978715372

['options', ('2022-12-16',)]
symbol: BMY
sector: Healthcare
Index: SP500
vol_30d_2yr: 251915320.8984375
Sector 1YMF: -3.2500076293945312
1YMF: -3.2500076293945312
risk trend factor: -0.4710154943017281
         beta currentRatio debtToEquity dividendRate dividendYield  \
BMY  0.479582         1.32      145.347         2.16        0.0293   

    earningsGrowth       ebitda ebitdaMargins forwardPE freeCashflow  \
BMY         -0.337  21088999424       0.44908  9.141264  14867624960   

    grossMargins grossProfits heldPercentInstitutions  \
BMY      0.80128  37048000000                 0.79264   

                       industry     marketCap operatingCashflow  \
BMY  Drug Manufacturers—General  157060743168       16195000320   

    operatingMargins payoutRatio pegRatio priceToBook  \
BMY          0.22193      0.7305     2.12     4.97337   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
BMY                     3.344564       0.13311      1.152        0.06046   

    returnOnEquity revenueGrowth revenuePerShare      sector  \
BMY        0.18085         0.052           21.36  Healthcare   

    sharesOutstanding shortRatio    totalCash totalCashPerShare    totalDebt  \
BMY        2129059968       2.09  15196000256             7.137  45994999808   

    totalRevenue trailingPE  
BMY  46960001024  26.131773  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	73.769997	72.385736	75.350794	78.315851	75.403174	1.748022	71.90713	78.899219

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
BMY	1.240092	73.769997	251915320.898438	0.809374	0.645642	0.477511

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -122.20997619628906
Sector Volume Factor: 1.2238851152317325
Sector Risk Trend Factor: -3.3236323632363236
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', None]
best inner cv score, sdev (11 folds): 86.50903586996206 125.59465263993609
test cv mean error, stdev (10 folds): 81.65701896902372 130.73816916040838
sell date: 2022-07-01
expected return: 0.03473648557860149
discounted return: 0.002630128966783607
quarter return: 1.2733538077339723

['options', ('2023-01-20', '2024-01-19')]
['sustainability',                                  Value
2022-5                                
palmOil                          False
controversialWeapons             False
gambling                         False
socialScore                      14.93
nuclear                          False
furLeather                       False
alcoholic                        False
gmo                              False
catholic                          True
socialPercentile                  None
peerCount                           83
governanceScore                   7.56
environmentPercentile             None
animalTesting                     True
tobacco                          False
totalEsg                         22.83
highestControversy                   2
esgPerformance                AVG_PERF
coal                             False
pesticides                       False
adult                            False
percentile                       34.61
peerGroup              Pharmaceuticals
smallArms                        False
environmentScore                  0.34
governancePercentile              None
militaryContract                 False]
symbol: PSX
sector: Energy
Index: SP500
vol_30d_2yr: 72319717.1875
Sector 1YMF: -15.809989929199219
1YMF: -15.809989929199219
risk trend factor: -0.4763479592118208
    currentRatio debtToEquity dividendRate dividendYield      ebitda  \
PSX        1.128        65.25         3.88         0.041  3537999872   

    ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
PSX       0.02802  13.13643   2430874880      0.08505   9374000000   

    heldPercentInstitutions                        industry    marketCap  \
PSX                 0.68375  Oil & Gas Refining & Marketing  39661662208   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
PSX        6881999872          0.01601       0.633     1.22    2.186021   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PSX                       0.3141       0.02022      0.783        0.02175   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
PSX        0.13575         0.697         285.373  Energy         438201984   

    shortRatio   totalCash totalCashPerShare    totalDebt  totalRevenue  
PSX        2.5  3335000064             6.932  14433999872  126270996480  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	90.510002	91.355788	101.374286	111.392784	91.798413	8.517034	74.764345	108.832481

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
PSX	1.286747	90.510002	72319717.1875	0.694604	0.093536	0.512375

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'add', True]
best inner cv score, sdev (11 folds): 284.4482562736264 352.84569795287524
test cv mean error, stdev (10 folds): 310.5239011990068 359.82049014659225
sell date: 2022-08-26
expected return: 0.0965010881959715
discounted return: 0.0013360262005039925
quarter return: 1.1306948724119517

['quarterly_balance_sheet',                              2022-03-31    2021-12-31    2021-09-30  \
Intangible Assets          8.190000e+08  8.130000e+08  8.220000e+08   
Capital Surplus            1.966700e+10  2.050400e+10  2.048800e+10   
Total Liab                 3.851700e+10  3.395700e+10  3.581000e+10   
Total Stockholder Equity   2.181500e+10  1.916600e+10  1.813900e+10   
Minority Interest          3.060000e+08  2.471000e+09  2.458000e+09   
Other Current Liab         1.467000e+09  1.406000e+09  1.346000e+09   
Total Assets               6.063800e+10  5.559400e+10  5.640700e+10   
Common Stock               7.000000e+06  7.000000e+06  6.000000e+06   
Other Current Assets       2.020000e+08  9.900000e+07  3.200000e+07   
Retained Earnings          1.639100e+10  1.621600e+10  1.535000e+10   
Other Liab                 7.031000e+09  7.472000e+09  7.239000e+09   
Good Will                  1.484000e+09  1.484000e+09  1.425000e+09   
Treasury Stock            -1.425000e+10 -1.756100e+10 -1.770500e+10   
Other Assets               1.833000e+09  1.603000e+09  1.857000e+09   
Cash                       3.335000e+09  3.147000e+09  2.897000e+09   
Total Current Liabilities  1.760300e+10  1.280100e+10  1.392100e+10   
Short Long Term Debt       1.474000e+09  1.456000e+09  1.489000e+09   
Other Stockholder Equity  -5.140000e+08 -4.450000e+08 -5.890000e+08   
Property Plant Equipment   2.233300e+10  2.348500e+10  2.237700e+10   
Total Current Assets       1.985400e+10  1.469700e+10  1.601900e+10   
Long Term Investments      1.431500e+10  1.351200e+10  1.390700e+10   
Net Tangible Assets        1.951200e+10  1.686900e+10  1.589200e+10   
Net Receivables            1.045500e+10  7.470000e+09  8.006000e+09   
Long Term Debt             1.296000e+10  1.270200e+10  1.342100e+10   
Inventory                  4.530000e+09  3.394000e+09  4.400000e+09   
Accounts Payable           1.318400e+10  8.461000e+09  9.215000e+09   

                             2021-06-30  
Intangible Assets          8.250000e+08  
Capital Surplus            2.046300e+10  
Total Liab                 3.637500e+10  
Total Stockholder Equity   1.814900e+10  
Minority Interest          2.453000e+09  
Other Current Liab         1.393000e+09  
Total Assets               5.697700e+10  
Common Stock               6.000000e+06  
Other Current Assets       1.800000e+07  
Retained Earnings          1.534500e+10  
Other Liab                 7.722000e+09  
Good Will                  1.425000e+09  
Treasury Stock            -1.766500e+10  
Other Assets               1.894000e+09  
Cash                       2.207000e+09  
Total Current Liabilities  1.455100e+10  
Short Long Term Debt       2.489000e+09  
Other Stockholder Equity  -5.490000e+08  
Property Plant Equipment   2.368800e+10  
Total Current Assets       1.578000e+10  
Long Term Investments      1.336500e+10  
Net Tangible Assets        1.589900e+10  
Net Receivables            8.062000e+09  
Long Term Debt             1.292400e+10  
Inventory                  4.752000e+09  
Accounts Payable           8.945000e+09  ]
['quarterly_cashflow',                                              2022-03-31    2021-12-31  \
Investments                                1.500000e+07  3.100000e+07   
Change To Liabilities                      4.809000e+09 -7.980000e+08   
Total Cashflows From Investing Activities -4.280000e+08 -5.570000e+08   
Net Borrowings                            -2.400000e+07 -4.760000e+08   
Total Cash From Financing Activities      -5.120000e+08 -9.780000e+08   
Change To Operating Activities            -8.490000e+08  3.000000e+07   
Issuance Of Stock                          2.300000e+07  2.000000e+06   
Net Income                                 5.820000e+08  1.273000e+09   
Change In Cash                             1.880000e+08  2.500000e+08   
Effect Of Exchange Rate                   -8.000000e+06 -1.500000e+07   
Total Cash From Operating Activities       1.136000e+09  1.800000e+09   
Depreciation                               3.380000e+08  4.540000e+08   
Other Cashflows From Investing Activities -7.400000e+07  8.000000e+06   
Dividends Paid                            -4.040000e+08 -4.030000e+08   
Change To Inventory                       -1.152000e+09  1.006000e+09   
Change To Account Receivables             -3.042000e+09  5.430000e+08   
Other Cashflows From Financing Activities -1.070000e+08 -1.010000e+08   
Change To Netincome                        3.310000e+08 -3.390000e+08   
Capital Expenditures                      -3.700000e+08 -5.970000e+08   

                                             2021-09-30    2021-06-30  
Investments                                7.800000e+07  1.000000e+08  
Change To Liabilities                      2.410000e+08  7.030000e+08  
Total Cashflows From Investing Activities -4.960000e+08 -3.520000e+08  
Net Borrowings                            -5.210000e+08 -3.900000e+07  
Total Cash From Financing Activities      -1.005000e+09 -5.420000e+08  
Change To Operating Activities             4.400000e+07 -1.300000e+08  
Issuance Of Stock                          2.000000e+06  4.000000e+06  
Net Income                                 4.020000e+08  2.960000e+08  
Change In Cash                             6.900000e+08  8.560000e+08  
Effect Of Exchange Rate                   -1.200000e+07  7.000000e+06  
Total Cash From Operating Activities       2.203000e+09  1.743000e+09  
Depreciation                               3.610000e+08  3.640000e+08  
Other Cashflows From Investing Activities -2.400000e+07 -9.600000e+07  
Dividends Paid                            -3.940000e+08 -3.940000e+08  
Change To Inventory                        3.260000e+08 -4.440000e+08  
Change To Account Receivables              5.300000e+07  2.220000e+08  
Other Cashflows From Financing Activities -9.000000e+07 -1.130000e+08  
Change To Netincome                        6.640000e+08  2.500000e+08  
Capital Expenditures                      -5.520000e+08 -3.800000e+08  ]
['quarterly_earnings',              Revenue    Earnings
Quarter                         
2Q2021   27035000000   296000000
3Q2021   30246000000   402000000
4Q2021   32554000000  1273000000
1Q2022   36011000000   582000000]
['quarterly_financials',                                            2022-03-31     2021-12-31  \
Research Development                             None           None   
Effect Of Accounting Charges                     None           None   
Income Before Tax                         828000000.0   1627000000.0   
Minority Interest                         306000000.0   2471000000.0   
Net Income                                582000000.0   1273000000.0   
Selling General Administrative           1773000000.0   1905000000.0   
Gross Profit                             2516000000.0   3264000000.0   
Ebit                                      275000000.0    921000000.0   
Operating Income                          275000000.0    921000000.0   
Other Operating Expenses                  130000000.0     69000000.0   
Interest Expense                         -135000000.0   -141000000.0   
Extraordinary Items                              None           None   
Non Recurring                                    None           None   
Other Items                                      None           None   
Income Tax Expense                        171000000.0    256000000.0   
Total Revenue                           36011000000.0  32554000000.0   
Total Operating Expenses                35736000000.0  31633000000.0   
Cost Of Revenue                         33495000000.0  29290000000.0   
Total Other Income Expense Net            553000000.0    706000000.0   
Discontinued Operations                          None           None   
Net Income From Continuing Ops            657000000.0   1371000000.0   
Net Income Applicable To Common Shares    580000000.0   1271000000.0   

                                           2021-09-30     2021-06-30  
Research Development                             None           None  
Effect Of Accounting Charges                     None           None  
Income Before Tax                         448000000.0    436000000.0  
Minority Interest                        2458000000.0   2453000000.0  
Net Income                                402000000.0    296000000.0  
Selling General Administrative           1590000000.0   1608000000.0  
Gross Profit                             2717000000.0   1817000000.0  
Ebit                                      686000000.0   -262000000.0  
Operating Income                          686000000.0   -262000000.0  
Other Operating Expenses                   80000000.0    107000000.0  
Interest Expense                         -151000000.0   -143000000.0  
Extraordinary Items                              None           None  
Non Recurring                                    None           None  
Other Items                                      None           None  
Income Tax Expense                        -40000000.0     62000000.0  
Total Revenue                           30246000000.0  27035000000.0  
Total Operating Expenses                29560000000.0  27297000000.0  
Cost Of Revenue                         27529000000.0  25218000000.0  
Total Other Income Expense Net           -238000000.0    698000000.0  
Discontinued Operations                          None           None  
Net Income From Continuing Ops            488000000.0    374000000.0  
Net Income Applicable To Common Shares    400000000.0    291000000.0  ]
['mutualfund_holders',                                               Holder    Shares Date Reported  \
0              Select Sector SPDR Fund-Energy Select  12885545    2022-01-30   
1             Vanguard Total Stock Market Index Fund  12454940    2021-12-30   
2                            Vanguard 500 Index Fund   9279357    2021-12-30   
3                        Vanguard Mid-Cap Index Fund   4953997    2021-12-30   
4                             SPDR S&P 500 ETF Trust   4644780    2022-01-30   
5                            Fidelity 500 Index Fund   4487208    2022-02-27   
6                           iShares Core S&P 500 ETF   3644889    2022-01-30   
7                    Vanguard Index-Value Index Fund   3348114    2021-12-30   
8  Vanguard Institutional Index Fund-Institutiona...   3301601    2021-12-30   
9                         Vanguard Energy Index Fund   2553262    2022-02-27   

    % Out       Value  
0  0.0268  1092565360  
1  0.0259   902484952  
2  0.0193   672382208  
3  0.0103   358966622  
4  0.0097   393830896  
5  0.0093   378002401  
6  0.0076   309050138  
7  0.0070   242604340  
8  0.0069   239234008  
9  0.0053   215086790  ]
['sustainability',                                       Value
2022-5                                     
palmOil                               False
controversialWeapons                  False
gambling                              False
socialScore                               7
nuclear                               False
furLeather                            False
alcoholic                             False
gmo                                   False
catholic                              False
socialPercentile                          0
peerCount                                39
governanceScore                        5.96
environmentPercentile                     0
animalTesting                         False
tobacco                               False
totalEsg                              29.35
highestControversy                        3
esgPerformance                         None
coal                                  False
pesticides                            False
adult                                 False
percentile                            59.45
peerGroup              Refiners & Pipelines
smallArms                             False
environmentScore                      16.39
governancePercentile                      0
militaryContract                      False]
symbol: NOC
sector: Industrials
Index: SP500
vol_30d_2yr: 18840431.25
Sector 1YMF: -28.880035400390625
1YMF: -28.880035400390625
risk trend factor: -0.4783048635578619
         beta currentRatio debtToEquity dividendRate dividendYield  \
NOC  0.740686        1.306      109.076         6.28        0.0139   

    earningsGrowth      ebitda ebitdaMargins  forwardPE freeCashflow  \
NOC         -0.546  8807000064       0.24944  17.700558   4150625024   

    grossMargins grossProfits heldPercentInstitutions             industry  \
NOC      0.20962   7268000000                 0.84402  Aerospace & Defense   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
NOC  69847056384        3144999936          0.21409      0.1734     2.97   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
NOC    6.173153                     1.978278       0.16328      1.131   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare       sector  \
NOC        0.11339        0.48421        -0.039         222.722  Industrials   

    sharesOutstanding shortRatio   totalCash totalCashPerShare    totalDebt  \
NOC         157338000       1.81  2174000128            13.973  14492999680   

    totalRevenue trailingPE  
NOC  35306999808  15.658906  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	443.929993	440.378773	462.968095	485.557416	457.224603	10.945286	435.33403	479.115175

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
NOC	0.996341	443.929993	18840431.25	0.769029	0.762454	0.423677

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -141.5800018310547
Sector Volume Factor: 0.8696853533786545
Sector Risk Trend Factor: -4.514668337867341
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, None]
best inner cv score, sdev (11 folds): 1037.1044364754455 887.0591236372442
test cv mean error, stdev (10 folds): 1104.5418414308785 903.070007392854
sell date: 2022-06-24
expected return: 0.004203311359570917
discounted return: 0.0006993281031300036
quarter return: 1.0664290164326926

['quarterly_balance_sheet',                                     2022-03-31    2021-12-31    2021-09-30  \
Intangible Assets                 5.330000e+08  5.780000e+08  6.290000e+08   
Total Liab                        2.861600e+10  2.965300e+10  3.092900e+10   
Total Stockholder Equity          1.328700e+10  1.292600e+10  1.141700e+10   
Other Current Liab                5.261000e+09  4.842000e+09  4.583000e+09   
Total Assets                      4.190300e+10  4.257900e+10  4.234600e+10   
Common Stock                      1.560000e+08  1.560000e+08  1.590000e+08   
Retained Earnings                 1.327700e+10  1.291300e+10  1.139800e+10   
Other Liab                        5.280000e+09  5.756000e+09  7.969000e+09   
Good Will                         1.752300e+10  1.751500e+10  1.751600e+10   
Treasury Stock                   -1.460000e+08 -1.430000e+08 -1.400000e+08   
Other Assets                      2.572000e+09  2.093000e+09  2.038000e+09   
Cash                              2.174000e+09  3.530000e+09  4.055000e+09   
Total Current Liabilities         8.850000e+09  9.530000e+09  8.819000e+09   
Deferred Long Term Asset Charges  2.200000e+08  2.000000e+08  4.180000e+08   
Short Long Term Debt              7.000000e+06  6.000000e+06  6.000000e+06   
Other Stockholder Equity         -1.460000e+08 -1.430000e+08 -1.400000e+08   
Property Plant Equipment          9.719000e+09  9.549000e+09  8.829000e+09   
Total Current Assets              1.155600e+10  1.242600e+10  1.292800e+10   
Net Tangible Assets              -4.769000e+09 -5.167000e+09 -6.728000e+09   
Net Receivables                   7.831000e+09  7.530000e+09  7.387000e+09   
Long Term Debt                    1.282500e+10  1.277700e+10  1.277400e+10   
Inventory                         8.380000e+08  8.110000e+08  8.720000e+08   
Accounts Payable                  2.050000e+09  2.197000e+09  2.184000e+09   
Deferred Long Term Liab                    NaN  3.040000e+08  3.090000e+08   
Other Current Assets                       NaN  1.820000e+08  2.050000e+08   
Long Term Investments                      NaN  4.180000e+08  4.060000e+08   

                                    2021-06-30  
Intangible Assets                 6.800000e+08  
Total Liab                        3.097000e+10  
Total Stockholder Equity          1.117200e+10  
Other Current Liab                4.588000e+09  
Total Assets                      4.214200e+10  
Common Stock                      1.600000e+08  
Retained Earnings                 1.114400e+10  
Other Liab                        8.226000e+09  
Good Will                         1.751800e+10  
Treasury Stock                   -1.320000e+08  
Other Assets                      2.022000e+09  
Cash                              3.941000e+09  
Total Current Liabilities         8.591000e+09  
Deferred Long Term Asset Charges  4.330000e+08  
Short Long Term Debt              6.000000e+06  
Other Stockholder Equity         -1.320000e+08  
Property Plant Equipment          8.739000e+09  
Total Current Assets              1.276200e+10  
Net Tangible Assets              -7.026000e+09  
Net Receivables                   7.328000e+09  
Long Term Debt                    1.276400e+10  
Inventory                         8.630000e+08  
Accounts Payable                  2.001000e+09  
Deferred Long Term Liab           3.040000e+08  
Other Current Assets              2.210000e+08  
Long Term Investments             4.210000e+08  ]
['quarterly_cashflow',                                              2022-03-31    2021-12-31  \
Change To Liabilities                     -7.320000e+08  3.270000e+08   
Total Cashflows From Investing Activities -2.490000e+08 -7.410000e+08   
Total Cash From Financing Activities      -6.190000e+08 -1.226000e+09   
Change To Operating Activities             1.600000e+07  6.000000e+07   
Net Income                                 9.550000e+08  2.710000e+09   
Change In Cash                            -1.356000e+09 -5.250000e+08   
Repurchase Of Stock                       -3.660000e+08 -9.820000e+08   
Total Cash From Operating Activities      -4.880000e+08  1.442000e+09   
Depreciation                               3.030000e+08  3.310000e+08   
Other Cashflows From Investing Activities -5.000000e+06 -8.000000e+06   
Dividends Paid                            -2.510000e+08 -2.460000e+08   
Change To Inventory                       -2.700000e+07  6.100000e+07   
Change To Account Receivables             -8.720000e+08  3.050000e+08   
Other Cashflows From Financing Activities -2.000000e+06  2.000000e+06   
Change To Netincome                       -4.920000e+08 -1.904000e+09   
Capital Expenditures                      -2.440000e+08 -7.330000e+08   
Net Borrowings                                      NaN           NaN   

                                             2021-09-30    2021-06-30  
Change To Liabilities                      2.510000e+08  3.870000e+08  
Total Cashflows From Investing Activities -2.230000e+08 -1.740000e+08  
Total Cash From Financing Activities      -8.260000e+08 -4.300000e+08  
Change To Operating Activities            -2.000000e+07  3.780000e+08  
Net Income                                 1.063000e+09  1.037000e+09  
Change In Cash                             1.140000e+08  4.240000e+08  
Repurchase Of Stock                       -5.830000e+08 -1.440000e+08  
Total Cash From Operating Activities       1.163000e+09  1.028000e+09  
Depreciation                               3.140000e+08  3.000000e+08  
Other Cashflows From Investing Activities -4.000000e+06 -4.000000e+06  
Dividends Paid                            -2.510000e+08 -2.480000e+08  
Change To Inventory                       -9.000000e+06 -3.000000e+06  
Change To Account Receivables              3.600000e+07 -1.550000e+08  
Other Cashflows From Financing Activities  8.000000e+06 -2.000000e+06  
Change To Netincome                       -2.540000e+08 -7.690000e+08  
Capital Expenditures                      -2.470000e+08 -2.300000e+08  
Net Borrowings                                      NaN -3.600000e+07  ]
['quarterly_earnings',             Revenue    Earnings
Quarter                        
2Q2021   9151000000  1037000000
3Q2021   8720000000  1063000000
4Q2021   8639000000  2710000000
1Q2022   8797000000   955000000]
['quarterly_financials',                                           2022-03-31    2021-12-31  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                       1144000000.0  3345000000.0   
Minority Interest                               None          None   
Net Income                               955000000.0  2710000000.0   
Selling General Administrative           600000000.0 -1914000000.0   
Gross Profit                            1873000000.0  1551000000.0   
Ebit                                    1273000000.0  3465000000.0   
Operating Income                        1273000000.0  3465000000.0   
Other Operating Expenses                        None          None   
Interest Expense                        -133000000.0  -133000000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                       189000000.0   635000000.0   
Total Revenue                           8797000000.0  8639000000.0   
Total Operating Expenses                7524000000.0  5174000000.0   
Cost Of Revenue                         6924000000.0  7088000000.0   
Total Other Income Expense Net          -129000000.0  -120000000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           955000000.0  2710000000.0   
Net Income Applicable To Common Shares   955000000.0  2710000000.0   

                                          2021-09-30    2021-06-30  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                       1275000000.0  1302000000.0  
Minority Interest                               None          None  
Net Income                              1063000000.0  1037000000.0  
Selling General Administrative           524000000.0   632000000.0  
Gross Profit                            1934000000.0  2043000000.0  
Ebit                                    1410000000.0  1411000000.0  
Operating Income                        1410000000.0  1411000000.0  
Other Operating Expenses                        None          None  
Interest Expense                        -132000000.0  -136000000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                       212000000.0   265000000.0  
Total Revenue                           8720000000.0  9151000000.0  
Total Operating Expenses                7310000000.0  7740000000.0  
Cost Of Revenue                         6786000000.0  7108000000.0  
Total Other Income Expense Net          -135000000.0  -109000000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops          1063000000.0  1037000000.0  
Net Income Applicable To Common Shares  1063000000.0  1037000000.0  ]
['mutualfund_holders',                                       Holder   Shares Date Reported   % Out  \
0  Vanguard Specialized-Dividend Growth Fund  4467888    2022-01-30  0.0287   
1           Washington Mutual Investors Fund  4405809    2022-01-30  0.0283   
2     Vanguard Total Stock Market Index Fund  4054777    2021-12-30  0.0261   
3          MFS Series Trust I-MFS Value Fund  3658688    2022-02-27  0.0235   
4                    Vanguard 500 Index Fund  3156013    2021-12-30  0.0203   
5                     American Balanced Fund  2536093    2021-12-30  0.0163   
6               JP Morgan Equity Income Fund  1756855    2021-12-30  0.0113   
7                     SPDR S&P 500 ETF Trust  1596474    2022-01-30  0.0103   
8              Investment Company Of America  1576590    2021-12-30  0.0101   
9                   American Mutual Fund Inc  1565602    2022-01-30  0.0101   

        Value  
0  1652671771  
1  1629708749  
2  1569482533  
3  1617652312  
4  1221597951  
5   981645517  
6   680025864  
7   590535732  
8   610250691  
9   579116179  ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                  True
gambling                             False
socialScore                           15.7
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               22
governanceScore                       5.32
environmentPercentile                    0
animalTesting                        False
tobacco                              False
totalEsg                             28.49
highestControversy                       3
esgPerformance                        None
coal                                 False
pesticides                           False
adult                                False
percentile                           56.08
peerGroup              Aerospace & Defense
smallArms                             True
environmentScore                      7.47
governancePercentile                     0
militaryContract                      True]
symbol: SNEX
sector: error
sector: error
Index: SP600
vol_30d_2yr: 1444321.875
Sector 1YMF: -6.769996643066406
1YMF: -6.769996643066406
risk trend factor: -0.48253696013085795
Empty DataFrame
Columns: []
Index: [SNEX]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	72.900002	69.379346	74.933492	80.487639	73.35127	3.022209	67.306851	79.395688

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
SNEX	1.141643	72.900002	1444321.875	0.751221	0.686282	0.374695

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'mul', True]
best inner cv score, sdev (11 folds): 60.19721421430899 70.3914407848702
test cv mean error, stdev (10 folds): 63.77709988290337 72.86619337686182
sell date: 2022-06-24
expected return: 3.6648608282101023e-06
discounted return: 6.108092052148351e-07
quarter return: 1.0000561960086543

['options', ('2022-07-15',)]
symbol: TALO
sector: Energy
Index: SP600
vol_30d_2yr: 20408781.4453125
Sector 1YMF: -4.379999160766602
1YMF: -4.379999160766602
risk trend factor: -0.4965985614871265
          beta currentRatio debtToEquity     ebitda ebitdaMargins forwardPE  \
TALO  2.369307        0.569      141.375  465148000       0.33517  4.945783   

     freeCashflow grossMargins grossProfits heldPercentInstitutions  \
TALO    236123744      0.80056    957576000                 0.84615   

           industry   marketCap operatingCashflow operatingMargins  \
TALO  Oil & Gas E&P  2032841856         458041984          0.01077   

     payoutRatio priceToBook priceToSalesTrailing12Months profitMargins  \
TALO           0    2.924484                     1.464788      -0.09216   

     quickRatio returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
TALO      0.505        0.00331       -0.17028         0.551          16.939   

      sector sharesOutstanding shortRatio totalCash totalCashPerShare  \
TALO  Energy          82535200       3.62  78348000             0.949   

      totalDebt totalRevenue  
TALO  982737024   1387805952  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	18.610001	18.420168	21.889841	25.359515	19.298889	2.422677	14.453534	24.144243

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
TALO	1.661246	18.610001	20408781.445312	0.657711	0.240515	0.536905

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 41.43457859222569 71.02454191322182
test cv mean error, stdev (10 folds): 41.43457859222569 71.02454191322182
sell date: 2022-08-26
expected return: 0.2425323205723936
discounted return: 0.0031520804515512424
quarter return: 1.3358066232715167

['options', ('2022-07-15',)]
symbol: FANG
sector: Energy
Index: SP500
vol_30d_2yr: 60333589.6484375
Sector 1YMF: -21.420005798339844
1YMF: -21.420005798339844
risk trend factor: -0.5018744567990084
          beta currentRatio debtToEquity dividendRate dividendYield  \
FANG  2.181941         0.72       42.218          2.8        0.0229   

     earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
FANG          2.278  5171999744       0.67999  5.241749    958625024   

     grossMargins grossProfits heldPercentInstitutions       industry  \
FANG      0.87707   5577000000                 0.91762  Oil & Gas E&P   

        marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
FANG  21473144832        4572000256           0.5071      0.1272     0.35   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
FANG    1.703891                     2.823185       0.36037      0.656   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
FANG        0.10636        0.22396         1.036          42.257  Energy   

     sharesOutstanding shortRatio  totalCash totalCashPerShare   totalDebt  \
FANG         175592000       2.63  149000000             0.839  5848000000   

     totalRevenue trailingPE  
FANG   7606000128   8.066091  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	122.290001	125.260628	146.419524	167.57842	139.154444	9.491267	120.17191	158.136978

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
FANG	1.13222	122.290001	60333589.648438	0.711781	0.579467	0.467129

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'mul', False]
best inner cv score, sdev (11 folds): 459.00504522356 368.234706520547
test cv mean error, stdev (10 folds): 499.21600299893424 362.45054556208976
sell date: 2022-09-23
expected return: 0.24679453664600268
discounted return: 0.0022765656658614297
quarter return: 1.2326989033199744

['options', ('2023-01-20', '2024-01-19')]
symbol: CVX
sector: Energy
Index: SP500
vol_30d_2yr: 237499572.65625
Sector 1YMF: -18.379974365234375
1YMF: -18.379974365234375
risk trend factor: -0.5020479120133474
         beta debtToEquity dividendRate dividendYield earningsGrowth  \
CVX  1.135294       24.919         5.68        0.0338          3.473   

          ebitda ebitdaMargins  forwardPE grossMargins grossProfits  \
CVX  38513999872       0.21779  15.602524      0.40935  66234000000   

    heldPercentInstitutions              industry     marketCap  \
CVX                 0.65877  Oil & Gas Integrated  286030659584   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
CVX       33087000576          0.12197      0.5113      0.6    2.105308   

    priceToSalesTrailing12Months profitMargins revenueGrowth revenuePerShare  \
CVX                     1.617418       0.11596         0.683          92.025   

     sector sharesOutstanding shortRatio   totalCash totalCashPerShare  \
CVX  Energy        1927689984       2.19  5674999808             2.914   

       totalDebt  totalRevenue trailingPE  
CVX  34872000512  176843997184  28.683552  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	148.380005	156.731372	171.950159	187.168946	166.72357	7.044224	152.635122	180.812018

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
CVX	1.062215	148.380005	237499572.65625	0.709826	0.669116	0.489773

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'mul', False]
best inner cv score, sdev (11 folds): 352.4866951142436 497.09405047335423
test cv mean error, stdev (10 folds): 384.720340150738 510.27802944767166
sell date: 2022-09-23
expected return: 0.04798558163709821
discounted return: 0.00048331085835640053
quarter return: 1.045456735419723

['quarterly_balance_sheet',                                     2022-03-31    2021-12-31    2021-09-30  \
Total Stockholder Equity          1.390670e+11  1.390670e+11  1.358620e+11   
Net Tangible Assets               1.346820e+11  1.346820e+11  1.314600e+11   
Capital Surplus                            NaN  1.728200e+10  1.706200e+10   
Total Liab                                 NaN  9.959500e+10  1.032260e+11   
Minority Interest                          NaN  8.730000e+08  8.600000e+08   
Deferred Long Term Liab                    NaN  2.235000e+09  1.096200e+10   
Other Current Liab                         NaN  1.700000e+09  1.467000e+09   
Total Assets                               NaN  2.395350e+11  2.399480e+11   
Common Stock                               NaN  1.832000e+09  1.832000e+09   
Other Current Assets                       NaN  5.840000e+08  6.500000e+08   
Retained Earnings                          NaN  1.655460e+11  1.630440e+11   
Other Liab                                 NaN  3.918300e+10  4.098200e+10   
Good Will                                  NaN  4.385000e+09  4.402000e+09   
Treasury Stock                             NaN -4.559300e+10 -4.607600e+10   
Other Assets                               NaN  1.008700e+10  1.436700e+10   
Cash                                       NaN  5.640000e+09  5.998000e+09   
Total Current Liabilities                  NaN  2.679100e+10  2.518800e+10   
Deferred Long Term Asset Charges           NaN  5.659000e+09           NaN   
Short Long Term Debt                       NaN  1.460000e+08           NaN   
Other Stockholder Equity                   NaN -4.129000e+09 -4.658000e+09   
Property Plant Equipment                   NaN  1.506290e+11  1.479450e+11   
Total Current Assets                       NaN  3.373800e+10  3.213700e+10   
Long Term Investments                      NaN  4.069600e+10  4.109700e+10   
Short Term Investments                     NaN  3.500000e+07  3.400000e+07   
Net Receivables                            NaN  1.816800e+10  1.616300e+10   
Long Term Debt                             NaN  3.066400e+10  3.705600e+10   
Inventory                                  NaN  6.305000e+09  6.129000e+09   
Accounts Payable                           NaN  1.645400e+10  1.530800e+10   

                                    2021-06-30  
Total Stockholder Equity          1.331820e+11  
Net Tangible Assets               1.287800e+11  
Capital Surplus                   1.704400e+10  
Total Liab                        1.088950e+11  
Minority Interest                 7.290000e+08  
Deferred Long Term Liab           1.096100e+10  
Other Current Liab                1.212000e+09  
Total Assets                      2.428060e+11  
Common Stock                      1.832000e+09  
Other Current Assets              4.810000e+08  
Retained Earnings                 1.596400e+11  
Other Liab                        4.122700e+10  
Good Will                         4.402000e+09  
Treasury Stock                   -4.533400e+10  
Other Assets                      1.367200e+10  
Cash                              7.527000e+09  
Total Current Liabilities         2.814700e+10  
Deferred Long Term Asset Charges           NaN  
Short Long Term Debt                       NaN  
Other Stockholder Equity         -4.535000e+09  
Property Plant Equipment          1.512080e+11  
Total Current Assets              3.297300e+10  
Long Term Investments             4.055100e+10  
Short Term Investments            3.400000e+07  
Net Receivables                   1.560200e+10  
Long Term Debt                    3.952100e+10  
Inventory                         6.239000e+09  
Accounts Payable                  1.471900e+10  ]
['quarterly_cashflow',                                              2022-03-31    2021-12-31  \
Change To Liabilities                      0.000000e+00  1.633000e+09   
Total Cashflows From Investing Activities -7.000000e+08 -1.389000e+09   
Net Borrowings                            -2.000000e+09 -6.004000e+09   
Total Cash From Financing Activities      -1.400000e+09 -8.290000e+09   
Change To Operating Activities            -9.000000e+08  1.400000e+07   
Issuance Of Stock                          4.600000e+09  2.830000e+08   
Net Income                                 6.259000e+09  5.055000e+09   
Change In Cash                             6.000000e+09 -2.300000e+08   
Repurchase Of Stock                       -1.300000e+09 -1.300000e+09   
Total Cash From Operating Activities       8.100000e+09  9.458000e+09   
Depreciation                               3.700000e+09  4.433000e+09   
Dividends Paid                            -2.700000e+09 -2.567000e+09   
Change To Netincome                       -9.590000e+08 -2.900000e+07   
Capital Expenditures                      -2.000000e+09 -2.606000e+09   
Investments                                         NaN  4.160000e+08   
Effect Of Exchange Rate                             NaN -9.000000e+06   
Other Cashflows From Investing Activities           NaN  1.200000e+07   
Change To Inventory                                 NaN -1.770000e+08   
Change To Account Receivables                       NaN -1.856000e+09   
Other Cashflows From Financing Activities           NaN -2.000000e+06   

                                             2021-09-30    2021-06-30  
Change To Liabilities                      9.100000e+07  2.152000e+09  
Total Cashflows From Investing Activities -1.341000e+09 -1.572000e+09  
Net Borrowings                            -5.628000e+09 -2.463000e+09  
Total Cash From Financing Activities      -8.825000e+09 -4.945000e+09  
Change To Operating Activities            -1.990000e+08  2.300000e+07  
Issuance Of Stock                          2.830000e+08  1.060000e+08  
Net Income                                 6.111000e+09  3.082000e+09  
Change In Cash                            -1.663000e+09  4.240000e+08  
Repurchase Of Stock                       -6.180000e+08 -6.180000e+08  
Total Cash From Operating Activities       8.579000e+09  6.954000e+09  
Depreciation                               4.304000e+09  4.522000e+09  
Dividends Paid                            -2.571000e+09 -2.573000e+09  
Change To Netincome                       -1.303000e+09 -4.420000e+08  
Capital Expenditures                      -1.907000e+09 -1.797000e+09  
Investments                                5.000000e+06  6.000000e+06  
Effect Of Exchange Rate                   -7.600000e+07 -1.300000e+07  
Other Cashflows From Investing Activities  3.500000e+08  1.400000e+07  
Change To Inventory                        1.180000e+08 -5.220000e+08  
Change To Account Receivables             -9.670000e+08 -1.898000e+09  
Other Cashflows From Financing Activities -8.000000e+06 -1.500000e+07  ]
['quarterly_earnings',              Revenue    Earnings
Quarter                         
2Q2021   36117000000  3082000000
3Q2021   42552000000  6111000000
4Q2021   45861000000  5055000000
1Q2022   52314000000  6259000000]
['quarterly_financials',                                            2022-03-31     2021-12-31  \
Research Development                             None           None   
Effect Of Accounting Charges                     None           None   
Income Before Tax                        9054000000.0   6985000000.0   
Minority Interest                                 NaN    873000000.0   
Net Income                               6259000000.0   5055000000.0   
Selling General Administrative           6669000000.0   6864000000.0   
Gross Profit                            19665000000.0  18520000000.0   
Ebit                                     7131000000.0   5283000000.0   
Operating Income                         7131000000.0   5283000000.0   
Other Operating Expenses                 2002000000.0   1782000000.0   
Interest Expense                         -136000000.0   -155000000.0   
Extraordinary Items                              None           None   
Non Recurring                                    None           None   
Other Items                                      None           None   
Income Tax Expense                       2777000000.0   1903000000.0   
Total Revenue                           52314000000.0  45861000000.0   
Total Operating Expenses                45183000000.0  40578000000.0   
Cost Of Revenue                         32649000000.0  27341000000.0   
Total Other Income Expense Net           1923000000.0   1702000000.0   
Discontinued Operations                          None           None   
Net Income From Continuing Ops           6277000000.0   5082000000.0   
Net Income Applicable To Common Shares   6259000000.0   5055000000.0   

                                           2021-09-30     2021-06-30  
Research Development                             None           None  
Effect Of Accounting Charges                     None           None  
Income Before Tax                        8055000000.0   4422000000.0  
Minority Interest                         860000000.0    729000000.0  
Net Income                               6111000000.0   3082000000.0  
Selling General Administrative           6110000000.0   6160000000.0  
Gross Profit                            18718000000.0  15488000000.0  
Ebit                                     6063000000.0   3131000000.0  
Operating Income                         6063000000.0   3131000000.0  
Other Operating Expenses                 2083000000.0   1562000000.0  
Interest Expense                         -174000000.0   -185000000.0  
Extraordinary Items                              None           None  
Non Recurring                                    None           None  
Other Items                                      None           None  
Income Tax Expense                       1940000000.0   1328000000.0  
Total Revenue                           42552000000.0  36117000000.0  
Total Operating Expenses                36489000000.0  32986000000.0  
Cost Of Revenue                         23834000000.0  20629000000.0  
Total Other Income Expense Net           1992000000.0   1291000000.0  
Discontinued Operations                          None           None  
Net Income From Continuing Ops           6115000000.0   3094000000.0  
Net Income Applicable To Common Shares   6111000000.0   3082000000.0  ]
['mutualfund_holders',                                               Holder    Shares Date Reported  \
0             Vanguard Total Stock Market Index Fund  54780688    2021-12-30   
1              Select Sector SPDR Fund-Energy Select  51246464    2022-01-30   
2                            Vanguard 500 Index Fund  40823519    2021-12-30   
3                             SPDR S&P 500 ETF Trust  20503512    2022-01-30   
4                            Fidelity 500 Index Fund  19741038    2022-02-27   
5                           iShares Core S&P 500 ETF  16032863    2022-01-30   
6                    Vanguard Index-Value Index Fund  14729977    2021-12-30   
7  Vanguard Institutional Index Fund-Institutiona...  14524646    2021-12-30   
8                   Washington Mutual Investors Fund  12690652    2022-01-30   
9               Franklin Custodian Funds-Income Fund  12000000    2021-12-30   

    % Out       Value  
0  0.0279  6428513736  
1  0.0261  6730198117  
2  0.0208  4790639954  
3  0.0104  2692726230  
4  0.0100  2842709472  
5  0.0082  2105595897  
6  0.0075  1728562800  
7  0.0074  1704467208  
8  0.0065  1666663327  
9  0.0061  1408200000  ]
['options', ('2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                          10.63
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               66
governanceScore                       9.95
environmentPercentile                    0
animalTesting                         True
tobacco                              False
totalEsg                                43
highestControversy                       3
esgPerformance                        None
coal                                 False
pesticides                           False
adult                                False
percentile                           92.22
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     22.42
governancePercentile                     0
militaryContract                     False]
symbol: CTRA
sector: Energy
Index: SP500
vol_30d_2yr: 166901859.9609375
Sector 1YMF: -5.129997253417969
1YMF: -5.129997253417969
risk trend factor: -0.5064163552240363
          beta currentRatio debtToEquity dividendRate dividendYield  \
CTRA -0.189215        1.751       29.377          0.6        0.0201   

     earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
CTRA          2.487  2364999936       0.64441  7.434174   1148249984   

     grossMargins grossProfits heldPercentInstitutions       industry  \
CTRA      0.77684   2851000000                 0.94558  Oil & Gas E&P   

        marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
CTRA  21592360960        1667000064          0.45559       0.182     0.09   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
CTRA    4.560137                     5.883477       0.31553      1.699   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
CTRA        0.08557        0.16538         4.191           7.296  Energy   

     sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
CTRA         813577984        3.2  1036000000             1.273  3463000064   

     totalRevenue trailingPE  
CTRA   3670000128  30.193403  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	26.540001	28.387845	33.230635	38.073425	30.302698	2.942304	24.418091	36.187306

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
CTRA	1.576163	26.540001	166901859.960938	0.550516	0.135656	0.459926

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 10.275293829952599 11.188755969533434
test cv mean error, stdev (10 folds): 11.197177027146749 11.329542410812056
sell date: 2022-06-24
expected return: 0.07910851111841205
discounted return: 0.012770057541949376
quarter return: 3.2136492511014567

['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus            1.091100e+10  1.823373e+09  1.815770e+09   
Total Liab                 8.112000e+09  2.404585e+09  2.310672e+09   
Total Stockholder Equity   1.173800e+10  2.326112e+09  2.299895e+09   
Deferred Long Term Liab    5.000000e+06  5.329000e+06  5.844000e+06   
Other Current Liab         1.880000e+08  2.128940e+08  7.719900e+07   
Total Assets               1.990000e+10  4.730697e+09  4.610567e+09   
Common Stock               8.900000e+07  4.786200e+07  4.786200e+07   
Other Current Assets       2.400000e+07  1.323500e+07  1.540000e+07   
Retained Earnings          2.563000e+09  2.276071e+09  2.257320e+09   
Other Liab                 3.512000e+09  9.650310e+08  9.577370e+08   
Treasury Stock            -1.825000e+09 -1.821194e+09 -1.821057e+09   
Other Assets               7.200000e+07  3.109900e+07  3.170800e+07   
Cash                       1.036000e+09  7.627000e+07  1.581470e+08   
Total Current Liabilities  1.220000e+09  4.660100e+08  3.786840e+08   
Other Stockholder Equity   1.000000e+06  2.007000e+06  2.144000e+06   
Property Plant Equipment   1.769200e+10  4.256875e+09  4.182793e+09   
Total Current Assets       2.136000e+09  4.427230e+08  3.960660e+08   
Net Tangible Assets        1.173800e+10  2.326112e+09  2.299895e+09   
Net Receivables            1.037000e+09  3.404370e+08  2.051240e+08   
Long Term Debt             3.125000e+09  9.465090e+08  9.463160e+08   
Inventory                  3.900000e+07  1.278100e+07  1.739500e+07   
Accounts Payable           7.470000e+08  2.271920e+08  1.662560e+08   
Short Long Term Debt                NaN           NaN  1.000000e+08   

                             2021-03-31  
Capital Surplus            1.808232e+09  
Total Liab                 2.244882e+09  
Total Stockholder Equity   2.305970e+09  
Deferred Long Term Liab    6.360000e+06  
Other Current Liab         1.989500e+07  
Total Assets               4.550852e+09  
Common Stock               4.783800e+07  
Other Current Assets       2.198400e+07  
Retained Earnings          2.270819e+09  
Other Liab                 9.549700e+08  
Treasury Stock            -1.820919e+09  
Other Assets               3.078400e+07  
Cash                       1.736590e+08  
Total Current Liabilities  3.150920e+08  
Other Stockholder Equity   2.282000e+06  
Property Plant Equipment   4.108153e+09  
Total Current Assets       4.119150e+08  
Net Tangible Assets        2.305970e+09  
Net Receivables            2.004020e+08  
Long Term Debt             9.461230e+08  
Inventory                  1.587000e+07  
Accounts Payable           1.691010e+08  
Short Long Term Debt       1.000000e+08  ]
['quarterly_cashflow',                                             2021-12-31   2021-09-30  \
Change To Liabilities                      -17390000.0   76262000.0   
Total Cashflows From Investing Activities  771721000.0 -183894000.0   
Net Borrowings                              -2000000.0 -100000000.0   
Total Cash From Financing Activities      -764618000.0 -143963000.0   
Change To Operating Activities              17176000.0   -9218000.0   
Net Income                                 938468000.0   62714000.0   
Change In Cash                             959440000.0  -82663000.0   
Repurchase Of Stock                       -108431000.0 -108431000.0   
Total Cash From Operating Activities       952337000.0  245194000.0   
Depreciation                               410014000.0   97289000.0   
Dividends Paid                            -652187000.0  -43963000.0   
Change To Inventory                          2511000.0    4614000.0   
Change To Account Receivables             -159015000.0 -102009000.0   
Other Cashflows From Financing Activities   -2000000.0   -2000000.0   
Change To Netincome                       -320852000.0  148138000.0   
Capital Expenditures                      -268960000.0 -184101000.0   

                                            2021-06-30   2021-03-31  
Change To Liabilities                      -15297000.0    3425000.0  
Total Cashflows From Investing Activities -151302000.0 -123525000.0  
Net Borrowings                            -100000000.0  -88000000.0  
Total Cash From Financing Activities       -43963000.0 -133456000.0  
Change To Operating Activities               4956000.0  -13914000.0  
Net Income                                  30464000.0  126354000.0  
Change In Cash                             -16323000.0   33546000.0  
Repurchase Of Stock                       -108431000.0   -5569000.0  
Total Cash From Operating Activities       178942000.0  290527000.0  
Depreciation                                91549000.0   94148000.0  
Dividends Paid                             -43963000.0  -39887000.0  
Change To Inventory                         -1525000.0    -600000.0  
Change To Account Receivables               15143000.0   16881000.0  
Other Cashflows From Financing Activities   -2000000.0   -2000000.0  
Change To Netincome                         92703000.0   40011000.0  
Capital Expenditures                      -151322000.0 -123617000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
1Q2021    472918000  126354000
2Q2021    411788000   30464000
3Q2021    641678000   62714000
4Q2021   2143616000  938468000]
['quarterly_financials',                                           2021-12-31   2021-09-30  \
Research Development                            None         None   
Effect Of Accounting Charges                    None         None   
Income Before Tax                       1214465000.0   83216000.0   
Minority Interest                               None         None   
Net Income                               938468000.0   62714000.0   
Selling General Administrative            95410000.0   24998000.0   
Gross Profit                            1797984000.0  471530000.0   
Ebit                                    1298389000.0  135756000.0   
Operating Income                        1298389000.0  135756000.0   
Other Operating Expenses                 -14836000.0  209489000.0   
Interest Expense                         -24488000.0  -12577000.0   
Extraordinary Items                             None         None   
Non Recurring                                   None         None   
Other Items                                     None         None   
Income Tax Expense                       275997000.0   20502000.0   
Total Revenue                           2143616000.0  641678000.0   
Total Operating Expenses                 845227000.0  505922000.0   
Cost Of Revenue                          345632000.0  170148000.0   
Total Other Income Expense Net           -83924000.0  -52540000.0   
Discontinued Operations                         None         None   
Net Income From Continuing Ops           938468000.0   62714000.0   
Net Income Applicable To Common Shares   935468000.0   62714000.0   

                                         2021-06-30   2021-03-31  
Research Development                           None         None  
Effect Of Accounting Charges                   None         None  
Income Before Tax                        41304000.0  163015000.0  
Minority Interest                              None         None  
Net Income                               30464000.0  126354000.0  
Selling General Administrative           16837000.0   26755000.0  
Gross Profit                            262146000.0  319340000.0  
Ebit                                     60088000.0  177767000.0  
Operating Income                         60088000.0  177767000.0  
Other Operating Expenses                 91304000.0   18043000.0  
Interest Expense                        -12558000.0  -12377000.0  
Extraordinary Items                            None         None  
Non Recurring                                  None         None  
Other Items                                    None         None  
Income Tax Expense                       10840000.0   36661000.0  
Total Revenue                           411788000.0  472918000.0  
Total Operating Expenses                351700000.0  295151000.0  
Cost Of Revenue                         149642000.0  153578000.0  
Total Other Income Expense Net          -18784000.0  -14752000.0  
Discontinued Operations                        None         None  
Net Income From Continuing Ops           30464000.0  126354000.0  
Net Income Applicable To Common Shares   30464000.0  126354000.0  ]
['mutualfund_holders',                                               Holder    Shares Date Reported  \
0              Select Sector SPDR Fund-Energy Select  23925372    2022-01-30   
1             Vanguard Total Stock Market Index Fund  23123140    2021-12-30   
2                      Vanguard Small-Cap Index Fund  20493160    2021-12-30   
3                            Vanguard 500 Index Fund  17229139    2021-12-30   
4                   Washington Mutual Investors Fund  16985001    2022-01-30   
5           Vanguard Fenway Funds-Equity Income Fund  16267453    2021-12-30   
6                         Income Fund of America Inc  13333912    2022-01-30   
7               Vanguard Small-Cap Growth Index Fund  12758989    2021-12-30   
8  Victory Portfolios-Sycamore Established Value ...  12049383    2022-01-30   
9                          Fundamental Investors Inc  11357657    2021-12-30   

    % Out      Value  
0  0.0297  523965646  
1  0.0287  439339660  
2  0.0254  389370040  
3  0.0214  327353641  
4  0.0211  371971521  
5  0.0202  309081607  
6  0.0165  292012672  
7  0.0158  242420791  
8  0.0150  263881487  
9  0.0141  215795483  ]
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                          14.01
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               66
governanceScore                       9.28
environmentPercentile                    0
animalTesting                        False
tobacco                              False
totalEsg                             46.68
highestControversy                       2
esgPerformance                        None
coal                                 False
pesticides                           False
adult                                False
percentile                           95.93
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     23.39
governancePercentile                     0
militaryContract                     False]
symbol: DLTR
sector: Consumer Defensive
Index: SP500
vol_30d_2yr: 54464099.8046875
Sector 1YMF: -24.44001007080078
1YMF: -24.44001007080078
risk trend factor: -0.5098041868097398
          beta currentRatio debtToEquity earningsGrowth      ebitda  \
DLTR  0.702813        1.464      120.278          0.481  2793100032   

     ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
DLTR       0.10444  16.756176     83287504       0.3037   7746100000   

     heldPercentInstitutions         industry    marketCap operatingCashflow  \
DLTR                 1.01078  Discount Stores  35030736896        1413799936   

     operatingMargins payoutRatio pegRatio priceToBook  \
DLTR          0.07706           0     1.19    4.268359   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
DLTR                     1.309849       0.05571      0.284        0.05933   

     returnOnEquity revenueGrowth revenuePerShare              sector  \
DLTR        0.19035         0.065         118.376  Consumer Defensive   

     sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
DLTR         224556000       1.34  1218499968             5.426  9912699904   

     totalRevenue trailingPE  
DLTR  26744100864  23.769617  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	150.089996	127.330989	151.813809	176.296629	158.647302	10.32126	138.004781	179.289823

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
DLTR	1.139688	150.089996	54464099.804688	0.708383	0.508611	0.437414

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -74.80001831054688
Sector Volume Factor: 1.4135920452708397
Sector Risk Trend Factor: -2.283970024749523
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', None]
best inner cv score, sdev (11 folds): 229.27743607804805 335.55903595508755
test cv mean error, stdev (10 folds): 230.18290981156468 351.9244728101693
sell date: 2022-06-24
expected return: -0.015703056620404568
discounted return: -0.002634466307904315
quarter return: 0.7845141098835329

['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                             Value
2022-5                           
palmOil                     False
controversialWeapons        False
gambling                    False
socialScore                  7.41
nuclear                     False
furLeather                  False
alcoholic                   False
gmo                         False
catholic                    False
socialPercentile             None
peerCount                      57
governanceScore              4.27
environmentPercentile        None
animalTesting               False
tobacco                     False
totalEsg                    15.08
highestControversy              2
esgPerformance         UNDER_PERF
coal                        False
pesticides                  False
adult                       False
percentile                   9.94
peerGroup               Retailing
smallArms                   False
environmentScore              3.4
governancePercentile         None
militaryContract            False]
symbol: EXLS
sector: error
sector: error
Index: SP600
vol_30d_2yr: 3597554.296875
Sector 1YMF: -13.410011291503906
1YMF: -13.410011291503906
risk trend factor: -0.516763501677879
Empty DataFrame
Columns: []
Index: [EXLS]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	134.259995	126.522812	140.06127	153.599727	140.494604	6.235211	128.024183	152.965025

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
EXLS	1.162846	134.259995	3597554.296875	0.786612	0.946996	0.378357

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 195.43581797354952 180.93710581168216
test cv mean error, stdev (10 folds): 207.6343054057983 185.40557120722215
sell date: 2022-08-26
expected return: 0.03011038499345682
discounted return: 0.00043003398008045757
quarter return: 1.0403473230400018

['options', ('2022-07-15',)]
symbol: PDCE
sector: Energy
Index: SP400
vol_30d_2yr: 24813862.890625
Sector 1YMF: -14.360000610351562
1YMF: -14.360000610351562
risk trend factor: -0.5396467599014401
          beta currentRatio debtToEquity dividendRate dividendYield  \
PDCE  2.922058        0.498       32.834            1        0.0155   

          ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
PDCE  1278352000       0.53439  6.465069    661902144      0.88251   

     grossProfits heldPercentInstitutions       industry   marketCap  \
PDCE   2111095000                 0.96343  Oil & Gas E&P  6308347904   

     operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
PDCE        1547795968          0.26364      0.1225     0.14    2.480472   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PDCE                     2.637096       0.21834       0.47        0.07455   

     returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
PDCE        0.18904          1.41          24.275  Energy          97381104   

     shortRatio totalCash totalCashPerShare  totalDebt totalRevenue trailingPE  
PDCE       7.65  33829000             0.351  955555008   2392156928  152.06572  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	64.779999	63.693839	77.329841	90.965843	73.805873	5.730229	62.345416	85.26633

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
PDCE	1.314132	64.779999	24813862.890625	0.689138	0.390825	0.487351

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 66.2456111050472 64.8590761857845
test cv mean error, stdev (10 folds): 70.97253672099464 66.1937233826639
sell date: 2022-08-26
expected return: 0.22468519510228271
discounted return: 0.0029417652978513953
quarter return: 1.310285566530066

['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus            3.161941e+09  3.267261e+09  3.333168e+09   
Total Liab                 2.426419e+09  2.823041e+09  2.869083e+09   
Total Stockholder Equity   2.910247e+09  2.544224e+09  2.464906e+09   
Deferred Long Term Liab    1.690000e+07  5.600000e+06  6.400000e+06   
Other Current Liab         6.228770e+08  7.500000e+08  6.521060e+08   
Total Assets               5.336666e+09  5.367265e+09  5.333989e+09   
Common Stock               9.650000e+05  9.740000e+05  9.890000e+05   
Other Current Assets       1.790900e+07  7.559000e+06  5.146000e+06   
Retained Earnings         -2.499540e+08 -7.230170e+08 -8.683380e+08   
Other Liab                 5.579650e+08  5.186080e+08  4.555700e+08   
Treasury Stock            -2.705000e+06 -9.940000e+05 -9.130000e+05   
Other Assets               5.559800e+07  4.755700e+07  4.764500e+07   
Cash                       3.382900e+07  9.992200e+07  1.097490e+08   
Total Current Liabilities  9.200960e+08  1.053438e+09  1.161964e+09   
Property Plant Equipment   4.822495e+09  4.835014e+09  4.856531e+09   
Total Current Assets       4.585730e+08  4.846940e+08  4.298130e+08   
Net Tangible Assets        2.910247e+09  2.544224e+09  2.464906e+09   
Net Receivables            3.986050e+08  3.686110e+08  3.072010e+08   
Long Term Debt             9.420840e+08  1.243235e+09  1.242676e+09   
Accounts Payable           1.278910e+08  1.439310e+08  1.770990e+08   
Short Long Term Debt                NaN           NaN  1.979190e+08   

                             2021-03-31  
Capital Surplus            3.369272e+09  
Total Liab                 2.653589e+09  
Total Stockholder Equity   2.587068e+09  
Deferred Long Term Liab    7.300000e+06  
Other Current Liab         4.411260e+08  
Total Assets               5.240657e+09  
Common Stock               9.940000e+05  
Other Current Assets       8.032000e+06  
Retained Earnings         -7.813010e+08  
Other Liab                 4.580310e+08  
Treasury Stock            -1.897000e+06  
Other Assets               6.254900e+07  
Cash                       5.906700e+07  
Total Current Liabilities  9.435670e+08  
Property Plant Equipment   4.842849e+09  
Total Current Assets       3.352590e+08  
Net Tangible Assets        2.587068e+09  
Net Receivables            2.568370e+08  
Long Term Debt             1.242108e+09  
Accounts Payable           1.206470e+08  
Short Long Term Debt       1.954510e+08  ]
['quarterly_cashflow',                                             2021-12-31   2021-09-30  \
Change To Liabilities                       40183000.0          0.0   
Total Cashflows From Investing Activities -154330000.0 -188348000.0   
Net Borrowings                            -308979000.0 -200414000.0   
Total Cash From Financing Activities      -431738999.0 -271933000.0   
Change To Operating Activities             160409000.0   33962000.0   
Net Income                                 473063000.0  145321000.0   
Change In Cash                             -66093000.0   -9827000.0   
Repurchase Of Stock                        -49679000.0  -59804000.0   
Total Cash From Operating Activities       519976000.0  450454000.0   
Depreciation                               159870000.0  172469000.0   
Dividends Paid                             -11401627.0  -11715000.0   
Change To Account Receivables             -153717000.0 -153717000.0   
Other Cashflows From Financing Activities  -13066000.0  -13066000.0   
Change To Netincome                       -162105000.0   95221000.0   
Capital Expenditures                      -154808000.0 -188654000.0   

                                            2021-06-30   2021-03-31  
Change To Liabilities                              0.0          0.0  
Total Cashflows From Investing Activities -131379000.0 -104747000.0  
Net Borrowings                               -434000.0 -168445000.0  
Total Cash From Financing Activities       -42246000.0 -191868000.0  
Change To Operating Activities            -118700000.0   53068000.0  
Net Income                                 -87037000.0   -9036000.0  
Change In Cash                              50682000.0   56444000.0  
Repurchase Of Stock                        -29927000.0  -23423000.0  
Total Cash From Operating Activities       224307000.0  353059000.0  
Depreciation                               165442000.0  149891000.0  
Dividends Paid                             -11885000.0  -11885000.0  
Change To Account Receivables             -153717000.0 -153717000.0  
Other Cashflows From Financing Activities  -13066000.0  -13066000.0  
Change To Netincome                        260725000.0  155299000.0  
Capital Expenditures                      -131423000.0 -109117000.0  ]
['quarterly_earnings',            Revenue   Earnings
Quarter                      
1Q2021   437800000   -9036000
2Q2021   510154000  -87037000
3Q2021   659386000  145321000
4Q2021   784817000  473063000]
['quarterly_financials',                                          2021-12-31   2021-09-30   2021-06-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                       499536000.0  145531000.0  -87192000.0   
Minority Interest                              None         None         None   
Net Income                              473063000.0  145321000.0  -87037000.0   
Selling General Administrative           31366000.0   30847000.0   32843000.0   
Gross Profit                            708056000.0  587005000.0  441770000.0   
Ebit                                    522355000.0  165486000.0  -67199000.0   
Operating Income                        522355000.0  165486000.0  -67199000.0   
Other Operating Expenses                 -2836000.0  220806000.0  313630000.0   
Interest Expense                        -16572000.0  -20098000.0  -20060000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                       26473000.0     210000.0    -155000.0   
Total Revenue                           784817000.0  659386000.0  510154000.0   
Total Operating Expenses                262462000.0  493900000.0  577353000.0   
Cost Of Revenue                          76761000.0   72381000.0   68384000.0   
Total Other Income Expense Net          -22819000.0  -19955000.0  -19993000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops          473063000.0  145321000.0  -87037000.0   
Net Income Applicable To Common Shares  473063000.0  145321000.0  -87037000.0   

                                         2021-03-31  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                        -8981000.0  
Minority Interest                              None  
Net Income                               -9036000.0  
Selling General Administrative           32677000.0  
Gross Profit                            374264000.0  
Ebit                                     10038000.0  
Operating Income                         10038000.0  
Other Operating Expenses                184432000.0  
Interest Expense                        -19041000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                          55000.0  
Total Revenue                           437800000.0  
Total Operating Expenses                427762000.0  
Cost Of Revenue                          63536000.0  
Total Other Income Expense Net          -19019000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops           -9036000.0  
Net Income Applicable To Common Shares   -9036000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0                      iShares Core S&P Smallcap ETF  6850630    2022-01-30   
1             Vanguard Total Stock Market Index Fund  2768637    2021-12-30   
2                      Vanguard Small-Cap Index Fund  2452337    2021-12-30   
3                     Oakmark Equity and Income Fund  2387591    2021-12-30   
4    Delaware Group Equity Fds V-Small Cap Core Fund  2303183    2022-02-27   
5                           iShares Russell 2000 ETF  2232757    2022-01-30   
6                    DFA U.S. Small Cap Value Series  2118368    2022-01-30   
7  Victory Portfolios-Sycamore Small Company Oppo...  1970000    2022-01-30   
8               Vanguard Small-Cap Growth Index Fund  1526296    2021-12-30   
9  SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp...  1385684    2022-01-30   

    % Out      Value  
0  0.0718  406036840  
1  0.0290  135054112  
2  0.0257  119624998  
3  0.0250  116466688  
4  0.0241  148601367  
5  0.0234  132335507  
6  0.0222  125555671  
7  0.0206  116761900  
8  0.0160   74452718  
9  0.0145   82129490  ]
['options', ('2022-07-15', '2022-12-16')]
symbol: SAFT
sector: error
sector: error
Index: SP600
vol_30d_2yr: 1389322.8515625
Sector 1YMF: -6.500007629394531
1YMF: -6.500007629394531
risk trend factor: -0.5453023882169435
Empty DataFrame
Columns: []
Index: [SAFT]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	89.279999	86.281435	90.769753	95.25807	88.833085	2.791169	83.250748	94.415422

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
SAFT	1.224409	89.279999	1389322.851562	0.813017	0.355619	0.426824

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'mul', False]
best inner cv score, sdev (11 folds): 44.584910960896444 46.35750841305056
test cv mean error, stdev (10 folds): 48.48701673436766 46.86612367659447
sell date: 2022-08-12
expected return: 0.07156331651840256
discounted return: 0.0012574922659944754
quarter return: 1.1225654094938735

['options', ('2022-08-19',)]
symbol: RRC
sector: Energy
Index: SP400
vol_30d_2yr: 120549255.6640625
Sector 1YMF: -6.6699981689453125
1YMF: -6.6699981689453125
risk trend factor: -0.5642977510548108
         beta currentRatio debtToEquity     ebitda ebitdaMargins forwardPE  \
RRC  1.988656        0.246      162.685  458860992       0.11425  5.124756   

    freeCashflow grossMargins grossProfits heldPercentInstitutions  \
RRC    838692352      0.57877   1937478000                  0.8719   

          industry   marketCap operatingCashflow operatingMargins payoutRatio  \
RRC  Oil & Gas E&P  7092963328        1090109952          0.02264           0   

    pegRatio priceToBook priceToSalesTrailing12Months profitMargins  \
RRC     0.29    3.976706                     1.766035      -0.01797   

    quickRatio returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
RRC      0.238        0.00892       -0.04423         0.637          16.483   

     sector sharesOutstanding shortRatio  totalCash totalCashPerShare  \
RRC  Energy         269796992       3.45  112931000             0.453   

      totalDebt totalRevenue  
RRC  2603130112   4016321024  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	26.290001	26.463464	32.556032	38.6486	31.029206	2.69788	25.633446	36.424967

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
RRC	0.930726	26.290001	120549255.664062	0.655439	0.472816	0.488191

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'add', True]
best inner cv score, sdev (11 folds): 11.350390168992813 13.920119243670639
test cv mean error, stdev (10 folds): 12.432074723522295 14.151899495550747
sell date: 2022-09-23
expected return: 0.11935487431357858
discounted return: 0.0011630728996809836
quarter return: 1.1128680691380008

['options', ('2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           None
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       None
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             33.07
highestControversy                       2
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           72.13
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                      None
governancePercentile                  None
militaryContract                     False]
symbol: HES
sector: Energy
Index: SP500
vol_30d_2yr: 48039294.53125
Sector 1YMF: -18.849990844726562
1YMF: -18.849990844726562
risk trend factor: -0.5769815579795349
         beta currentRatio debtToEquity dividendRate dividendYield  \
HES  1.769607        1.418      122.347          1.5        0.0131   

    earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
HES          0.634  3804999936       0.49467  21.98077   1165874944   

    grossMargins grossProfits heldPercentInstitutions       industry  \
HES      0.71425   5267000000                 0.83247  Oil & Gas E&P   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
HES  31861618688        2143000064          0.30083      0.4828     0.19   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
HES    5.645374                     4.142176       0.09412      0.595   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
HES        0.07465         0.1547          0.21           24.97  Energy   

    sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
HES         309727008       2.85  1370000000             4.414  8622999552   

    totalRevenue trailingPE  
HES   7692000256  162.51186  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	102.870003	107.522864	120.951428	134.379992	113.081428	7.84924	97.382949	128.779908

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
HES	1.067832	102.870003	48039294.53125	0.704306	0.762574	0.442601

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 184.05304053720195 131.95906986819597
test cv mean error, stdev (10 folds): 199.07107564373396 129.1262572686663
sell date: 2022-09-16
expected return: 0.18915992113788566
discounted return: 0.0019268218200787501
quarter return: 1.1937469346305718

['quarterly_balance_sheet',                                     2022-03-31    2021-12-31    2021-09-30  \
Total Liab                        1.275000e+10  1.348900e+10  1.323400e+10   
Total Stockholder Equity          6.308000e+09  6.300000e+09  5.609000e+09   
Minority Interest                 7.400000e+08  7.260000e+08  6.470000e+08   
Other Current Liab                2.190000e+09  1.193000e+09  9.330000e+08   
Total Assets                      1.979800e+10  2.051500e+10  1.949000e+10   
Common Stock                      7.074000e+09  3.100000e+08  3.100000e+08   
Other Current Assets              1.896000e+09  1.990000e+08  1.180000e+08   
Other Liab                        1.937000e+09  1.890000e+09  1.877000e+09   
Treasury Stock                   -7.660000e+08 -4.060000e+08 -7.960000e+08   
Other Assets                      1.560000e+09  1.129000e+09  7.660000e+08   
Cash                              1.370000e+09  2.713000e+09  2.419000e+09   
Total Current Liabilities         2.303000e+09  3.064000e+09  2.749000e+09   
Short Long Term Debt              2.200000e+07  5.170000e+08  5.140000e+08   
Other Stockholder Equity         -7.660000e+08 -4.060000e+08 -7.960000e+08   
Property Plant Equipment          1.497200e+10  1.467800e+10  1.446800e+10   
Total Current Assets              3.266000e+09  4.346000e+09  3.892000e+09   
Net Tangible Assets               6.308000e+09  5.940000e+09  5.249000e+09   
Long Term Debt                    7.934000e+09  7.941000e+09  7.993000e+09   
Capital Surplus                            NaN  6.017000e+09  5.903000e+09   
Retained Earnings                          NaN  3.790000e+08  1.920000e+08   
Good Will                                  NaN  3.600000e+08  3.600000e+08   
Deferred Long Term Asset Charges           NaN  7.100000e+07  2.600000e+07   
Long Term Investments                      NaN  2.000000e+06  4.000000e+06   
Net Receivables                            NaN  1.211000e+09  1.093000e+09   
Inventory                                  NaN  2.230000e+08  2.620000e+08   
Accounts Payable                           NaN  2.200000e+08  2.100000e+08   

                                    2021-06-30  
Total Liab                        1.263400e+10  
Total Stockholder Equity          5.488000e+09  
Minority Interest                 1.044000e+09  
Other Current Liab                9.670000e+08  
Total Assets                      1.916600e+10  
Common Stock                      3.100000e+08  
Other Current Assets              2.960000e+08  
Other Liab                        1.764000e+09  
Treasury Stock                   -8.360000e+08  
Other Assets                      6.480000e+08  
Cash                              2.430000e+09  
Total Current Liabilities         2.527000e+09  
Short Long Term Debt              5.110000e+08  
Other Stockholder Equity         -8.360000e+08  
Property Plant Equipment          1.418500e+10  
Total Current Assets              3.969000e+09  
Net Tangible Assets               5.128000e+09  
Long Term Debt                    7.712000e+09  
Capital Surplus                   5.859000e+09  
Retained Earnings                 1.550000e+08  
Good Will                         3.600000e+08  
Deferred Long Term Asset Charges  2.100000e+07  
Long Term Investments             4.000000e+06  
Net Receivables                   1.002000e+09  
Inventory                         2.410000e+08  
Accounts Payable                  1.780000e+08  ]
['quarterly_cashflow',                                              2022-03-31   2021-12-31  \
Change To Liabilities                      0.000000e+00   72000000.0   
Total Cashflows From Investing Activities -5.220000e+08 -510000000.0   
Net Borrowings                            -5.060000e+08  -53000000.0   
Total Cash From Financing Activities      -6.650000e+08  -95000000.0   
Change To Operating Activities            -1.108000e+09  -51000000.0   
Issuance Of Stock                          3.300000e+07  110000000.0   
Net Income                                 4.170000e+08  265000000.0   
Change In Cash                            -1.343000e+09  294000000.0   
Total Cash From Operating Activities      -1.560000e+08  899000000.0   
Depreciation                               3.430000e+08  403000000.0   
Dividends Paid                            -1.190000e+08  -77000000.0   
Other Cashflows From Financing Activities -7.300000e+07  -75000000.0   
Change To Netincome                        1.920000e+08  218000000.0   
Capital Expenditures                      -5.460000e+08 -509000000.0   
Other Cashflows From Investing Activities           NaN   -1000000.0   
Change To Inventory                                 NaN   38000000.0   
Change To Account Receivables                       NaN -215000000.0   

                                            2021-09-30   2021-06-30  
Change To Liabilities                      225000000.0   71000000.0  
Total Cashflows From Investing Activities -370000000.0  -60000000.0  
Net Borrowings                             287000000.0  -69000000.0  
Total Cash From Financing Activities      -256000000.0 -161000000.0  
Change To Operating Activities             -74000000.0  -37000000.0  
Issuance Of Stock                          110000000.0   75000000.0  
Net Income                                 115000000.0  -73000000.0  
Change In Cash                             -11000000.0  564000000.0  
Total Cash From Operating Activities       615000000.0  785000000.0  
Depreciation                               207000000.0  538000000.0  
Dividends Paid                             -77000000.0  -77000000.0  
Other Cashflows From Financing Activities -466000000.0  -90000000.0  
Change To Netincome                        309000000.0  194000000.0  
Capital Expenditures                      -498000000.0 -355000000.0  
Other Cashflows From Investing Activities   -2000000.0   -2000000.0  
Change To Inventory                        -40000000.0  -22000000.0  
Change To Account Receivables             -218000000.0   14000000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
2Q2021   1535000000  -73000000
3Q2021   1717000000  115000000
4Q2021   2188000000  265000000
1Q2022   2252000000  417000000]
['quarterly_financials',                                           2022-03-31    2021-12-31  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        702000000.0   568000000.0   
Minority Interest                        740000000.0   726000000.0   
Net Income                               417000000.0   265000000.0   
Selling General Administrative           423000000.0   402000000.0   
Gross Profit                            1570000000.0  1516000000.0   
Ebit                                     803000000.0   685000000.0   
Operating Income                         803000000.0   685000000.0   
Other Operating Expenses                 -36000000.0   -14000000.0   
Interest Expense                        -123000000.0  -121000000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                       197000000.0   212000000.0   
Total Revenue                           2252000000.0  2188000000.0   
Total Operating Expenses                1449000000.0  1503000000.0   
Cost Of Revenue                          682000000.0   672000000.0   
Total Other Income Expense Net          -101000000.0  -117000000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           505000000.0   356000000.0   
Net Income Applicable To Common Shares   417000000.0   265000000.0   

                                          2021-09-30    2021-06-30  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                        328000000.0   135000000.0  
Minority Interest                        647000000.0  1044000000.0  
Net Income                               115000000.0   -73000000.0  
Selling General Administrative           409000000.0   399000000.0  
Gross Profit                            1195000000.0  1213000000.0  
Ebit                                     424000000.0   254000000.0  
Operating Income                         424000000.0   254000000.0  
Other Operating Expenses                 -23000000.0   -20000000.0  
Interest Expense                        -125000000.0  -118000000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                       143000000.0   122000000.0  
Total Revenue                           1717000000.0  1535000000.0  
Total Operating Expenses                1293000000.0  1281000000.0  
Cost Of Revenue                          522000000.0   322000000.0  
Total Other Income Expense Net           -96000000.0  -119000000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops           185000000.0    13000000.0  
Net Income Applicable To Common Shares   115000000.0   -73000000.0  ]
['mutualfund_holders',                                    Holder   Shares Date Reported   % Out  \
0   Select Sector SPDR Fund-Energy Select  8106371    2022-01-30  0.0260   
1  Vanguard Total Stock Market Index Fund  7922572    2021-12-30  0.0255   
2                  Dodge & Cox Stock Fund  6588763    2021-12-30  0.0212   
3             Vanguard Mid-Cap Index Fund  6303240    2021-12-30  0.0203   
4                  Vanguard/Primecap Fund  6049200    2021-12-30  0.0194   
5                 Vanguard 500 Index Fund  5837872    2021-12-30  0.0188   
6            Fidelity Growth Company Fund  3600791    2022-02-27  0.0116   
7                  SPDR S&P 500 ETF Trust  2920036    2022-01-30  0.0094   
8                 Fidelity 500 Index Fund  2822946    2022-02-27  0.0091   
9    Fidelity Series Large Cap Stock Fund  2618572    2022-02-27  0.0084   

       Value  
0  748136979  
1  586508005  
2  487766124  
3  466628857  
4  447822276  
5  432177664  
6  363895938  
7  269490122  
8  285286922  
9  264632886  ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           6.36
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               66
governanceScore                       6.97
environmentPercentile                    0
animalTesting                        False
tobacco                              False
totalEsg                             31.78
highestControversy                       2
esgPerformance                   LEAD_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           68.13
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     18.44
governancePercentile                     0
militaryContract                     False]
symbol: VRTX
sector: Healthcare
Index: SP500
vol_30d_2yr: 38800428.125
Sector 1YMF: -30.810012817382812
1YMF: -30.810012817382812
risk trend factor: -0.6309648097901237
          beta currentRatio debtToEquity earningsGrowth      ebitda  \
VRTX  0.549001        4.752        7.999          0.189  3061199872   

     ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
VRTX       0.38517  17.05055   1882163968       0.4956   3619100000   

     heldPercentInstitutions       industry    marketCap operatingCashflow  \
VRTX                 0.94055  Biotechnology  67286843392        2678700032   

     operatingMargins payoutRatio pegRatio priceToBook  \
VRTX          0.36848           0     1.59    6.164823   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
VRTX                      8.46631       0.30841      4.372        0.13881   

     returnOnEquity revenueGrowth revenuePerShare      sector  \
VRTX         0.2465         0.216           30.97  Healthcare   

     sharesOutstanding shortRatio   totalCash totalCashPerShare  totalDebt  \
VRTX         255756000       2.03  8238099968            32.211  872499968   

     totalRevenue trailingPE  
VRTX   7947599872  27.766752  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	263.089996	245.480961	263.090794	280.700626	264.090635	12.86454	238.361554	289.819715

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VRTX	0.879467	263.089996	38800428.125	0.668594	0.264015	0.438798

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -122.20997619628906
Sector Volume Factor: 1.2238851152317325
Sector Risk Trend Factor: -3.3236323632363236
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 1124.9774062203103 1540.4240204902003
test cv mean error, stdev (10 folds): 1046.6926575477005 1594.6105683465257
sell date: 2022-08-05
expected return: 0.10078056003004886
discounted return: 0.002002408985750437
quarter return: 1.2020608142130922

['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19', '2026-03-20')]
['sustainability',                                  Value
2022-5                                
palmOil                          False
controversialWeapons             False
gambling                         False
socialScore                      15.22
nuclear                          False
furLeather                       False
alcoholic                        False
gmo                              False
catholic                          True
socialPercentile                  None
peerCount                           83
governanceScore                    7.4
environmentPercentile             None
animalTesting                     True
tobacco                          False
totalEsg                         23.33
highestControversy                   2
esgPerformance                AVG_PERF
coal                             False
pesticides                       False
adult                            False
percentile                       36.46
peerGroup              Pharmaceuticals
smallArms                        False
environmentScore                  0.71
governancePercentile              None
militaryContract                 False]
symbol: HALO
sector: Healthcare
Index: SP400
vol_30d_2yr: 23895179.6875
Sector 1YMF: -7.439998626708984
1YMF: -7.439998626708984
risk trend factor: -0.6397246726921165
          beta currentRatio debtToEquity earningsGrowth     ebitda  \
HALO  1.317156        7.907       446.55         -0.093  277299008   

     ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
HALO       0.62552  16.470148    197384992      0.73588    326225000   

     heldPercentInstitutions       industry   marketCap operatingCashflow  \
HALO                  0.9669  Biotechnology  6214338560         299440000   

     operatingMargins payoutRatio pegRatio priceToBook  \
HALO          0.62237           0     0.92   22.081041   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
HALO                    14.018043       0.90842      7.101        0.20475   

     returnOnEquity revenueGrowth revenuePerShare      sector  \
HALO        2.31442        -0.162           3.152  Healthcare   

     sharesOutstanding shortRatio  totalCash totalCashPerShare  totalDebt  \
HALO         140787008       8.67  740921984             5.381  879494016   

     totalRevenue trailingPE  
HALO    443310016  15.871989  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	44.139999	42.492536	44.943651	47.394766	42.266984	2.620388	37.026208	47.50776

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
HALO	0.928279	44.139999	23895179.6875	0.628597	0.811654	0.443799

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -122.20997619628906
Sector Volume Factor: 1.2238851152317325
Sector Risk Trend Factor: -3.3236323632363236
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 24.150450995704862 24.173104041641793
test cv mean error, stdev (10 folds): 26.226303504889792 24.400247036284366
sell date: 2022-09-16
expected return: 0.06919154943054201
discounted return: 0.000743640826211367
quarter return: 1.0707823296696473

['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus                   2.563470e+08  4.072290e+08  4.618970e+08   
Total Liab                        9.074760e+08  9.037460e+08  9.061150e+08   
Total Stockholder Equity          1.969530e+08  2.816740e+08  1.197480e+08   
Other Current Liab                1.746000e+06  2.245000e+06  1.247000e+06   
Total Assets                      1.104429e+09  1.185420e+09  1.025863e+09   
Common Stock                      1.380000e+05  1.410000e+05  1.420000e+05   
Retained Earnings                -5.891200e+07 -1.256820e+08 -3.422670e+08   
Other Liab                        2.965000e+06  2.530000e+06  4.026000e+06   
Treasury Stock                   -6.200000e+05 -1.400000e+04 -2.400000e+04   
Other Assets                      1.693480e+08  1.585330e+08  1.598100e+07   
Cash                              1.187190e+08  4.916830e+08  4.469660e+08   
Total Current Liabilities         1.171470e+08  1.131530e+08  1.142510e+08   
Deferred Long Term Asset Charges  1.554340e+08  1.424810e+08           NaN   
Short Long Term Debt              8.941900e+07  8.925100e+07  8.916700e+07   
Other Stockholder Equity         -6.200000e+05 -1.400000e+04 -2.400000e+04   
Property Plant Equipment          8.794000e+06  9.588000e+06  1.013200e+07   
Total Current Assets              9.262870e+08  1.017299e+09  9.997500e+08   
Net Tangible Assets               1.969530e+08  2.816740e+08  1.197480e+08   
Short Term Investments            6.222030e+08  3.242370e+08  3.083430e+08   
Net Receivables                   9.097500e+07  1.120990e+08  1.531960e+08   
Long Term Debt                    7.872550e+08  7.864540e+08  7.855710e+08   
Inventory                         5.390800e+07  5.597800e+07  5.855400e+07   
Accounts Payable                  1.541000e+06  3.322000e+06  4.563000e+06   

                                   2021-03-31  
Capital Surplus                   501186000.0  
Total Liab                        898987000.0  
Total Stockholder Equity           67595000.0  
Other Current Liab                  1746000.0  
Total Assets                      966582000.0  
Common Stock                         143000.0  
Retained Earnings                -433725000.0  
Other Liab                          4337000.0  
Treasury Stock                        -9000.0  
Other Assets                       14497000.0  
Cash                              499450000.0  
Total Current Liabilities         107421000.0  
Deferred Long Term Asset Charges          NaN  
Short Long Term Debt               89042000.0  
Other Stockholder Equity              -9000.0  
Property Plant Equipment           10366000.0  
Total Current Assets              941719000.0  
Net Tangible Assets                67595000.0  
Short Term Investments            264856000.0  
Net Receivables                    88391000.0  
Long Term Debt                    784731000.0  
Inventory                          58343000.0  
Accounts Payable                     535000.0  ]
['quarterly_cashflow',                                             2021-12-31   2021-09-30  \
Investments                               -299311000.0  -16458000.0   
Change To Liabilities                        3473000.0   -2513000.0   
Total Cashflows From Investing Activities -299469000.0  -16954000.0   
Total Cash From Financing Activities      -156011000.0  -60068000.0   
Change To Operating Activities              -5042000.0    -682000.0   
Issuance Of Stock                            4310000.0    4648000.0   
Net Income                                  66770000.0  216587000.0   
Change In Cash                            -372964000.0   44717000.0   
Repurchase Of Stock                       -160321000.0  -64716000.0   
Total Cash From Operating Activities        82516000.0  121739000.0   
Depreciation                                  773000.0     751000.0   
Change To Inventory                          2219000.0    2725000.0   
Change To Account Receivables               21124000.0   41097000.0   
Change To Netincome                         -7769000.0 -137194000.0   
Capital Expenditures                         -158000.0    -496000.0   
Other Cashflows From Financing Activities          NaN          NaN   
Net Borrowings                                     NaN          NaN   

                                           2021-06-30   2021-03-31  
Investments                               -44083000.0  -44980000.0  
Change To Liabilities                       6833000.0   -6626000.0  
Total Cashflows From Investing Activities -44616000.0  -45250000.0  
Total Cash From Financing Activities      -44757000.0  338701000.0  
Change To Operating Activities             -3496000.0   -2335000.0  
Issuance Of Stock                           3578000.0    3578000.0  
Net Income                                 91458000.0   27895000.0  
Change In Cash                            -52484000.0  351747000.0  
Repurchase Of Stock                       -48240000.0  -76781000.0  
Total Cash From Operating Activities       36889000.0   58296000.0  
Depreciation                                 735000.0     738000.0  
Change To Inventory                          -86000.0    2513000.0  
Change To Account Receivables             -64805000.0    9339000.0  
Change To Netincome                         5285000.0   26031000.0  
Capital Expenditures                        -533000.0    -270000.0  
Other Cashflows From Financing Activities    -95000.0    -329000.0  
Net Borrowings                                    NaN  415811000.0  ]
['quarterly_earnings',            Revenue   Earnings
Quarter                      
1Q2021    89022000   27895000
2Q2021   136455000   91458000
3Q2021   115830000  216587000
4Q2021   102003000   66770000]
['quarterly_financials',                                          2021-12-31   2021-09-30   2021-06-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                        54810000.0   74106000.0   91516000.0   
Minority Interest                              None         None         None   
Net Income                               66770000.0  216587000.0   91458000.0   
Selling General Administrative           13774000.0   13169000.0   12321000.0   
Gross Profit                             70308000.0   88755000.0  105368000.0   
Ebit                                     56534000.0   75586000.0   93047000.0   
Operating Income                         56534000.0   75586000.0   93047000.0   
Other Operating Expenses                       None         None         None   
Interest Expense                         -2055000.0   -1754000.0   -1752000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                      -11960000.0 -142481000.0      58000.0   
Total Revenue                           102003000.0  115830000.0  136455000.0   
Total Operating Expenses                 45469000.0   40244000.0   43408000.0   
Cost Of Revenue                          31695000.0   27075000.0   31087000.0   
Total Other Income Expense Net           -1724000.0   -1480000.0   -1531000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops           66770000.0  216587000.0   91458000.0   
Net Income Applicable To Common Shares   66770000.0  216587000.0   91458000.0   

                                        2021-03-31  
Research Development                          None  
Effect Of Accounting Charges                  None  
Income Before Tax                       28086000.0  
Minority Interest                             None  
Net Income                              27895000.0  
Selling General Administrative          11059000.0  
Gross Profit                            61794000.0  
Ebit                                    50735000.0  
Operating Income                        50735000.0  
Other Operating Expenses                      None  
Interest Expense                        -1965000.0  
Extraordinary Items                           None  
Non Recurring                                 None  
Other Items                                   None  
Income Tax Expense                        191000.0  
Total Revenue                           89022000.0  
Total Operating Expenses                38287000.0  
Cost Of Revenue                         27228000.0  
Total Other Income Expense Net         -22649000.0  
Discontinued Operations                       None  
Net Income From Continuing Ops          27895000.0  
Net Income Applicable To Common Shares  27895000.0  ]
['mutualfund_holders',                                             Holder   Shares Date Reported  \
0                           Artisan Small Cap Fund  4559968    2021-12-30   
1           Vanguard Total Stock Market Index Fund  4001847    2021-12-30   
2                      iShares Core S&P Midcap ETF  3916016    2022-01-30   
3                    Vanguard Small-Cap Index Fund  3542071    2021-12-30   
4                         iShares Russell 2000 ETF  3147979    2022-01-30   
5             Vanguard Small-Cap Growth Index Fund  2205668    2021-12-30   
6                  JP Morgan Small Cap Growth Fund  2045628    2021-12-30   
7              Vanguard Extended Market Index Fund  1844833    2021-12-30   
8     SPDR (R) Ser Tr-SPDR (R) S&P (R) Biotech ETF  1788558    2022-01-30   
9  Delaware Group Equity Fds V-Small Cap Core Fund  1749009    2022-02-27   

    % Out      Value  
0  0.0331  183356313  
1  0.0290  160914267  
2  0.0284  135533313  
3  0.0257  142426674  
4  0.0228  108951553  
5  0.0160   88689910  
6  0.0148   82254701  
7  0.0134   74180734  
8  0.0130   61901992  
9  0.0127   62037349  ]
['options', ('2023-01-20',)]
symbol: CSL
sector: Industrials
Index: SP400
vol_30d_2yr: 6905512.5
Sector 1YMF: -29.350021362304688
1YMF: -29.350021362304688
risk trend factor: -0.659254684314124
         beta currentRatio debtToEquity dividendRate dividendYield  \
CSL  0.990471        1.875      109.341         2.16        0.0092   

    earningsGrowth      ebitda ebitdaMargins  forwardPE freeCashflow  \
CSL          2.778  1004600000       0.18723  12.469963    163500000   

    grossMargins grossProfits heldPercentInstitutions  \
CSL      0.29288   1324400000                 0.92743   

                          industry    marketCap operatingCashflow  \
CSL  Building Products & Equipment  12126400512         402400000   

    operatingMargins payoutRatio pegRatio priceToBook  \
CSL          0.14606      0.2141     0.94    4.504965   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
CSL                     2.259985       0.10494      1.151        0.07492   

    returnOnEquity revenueGrowth revenuePerShare       sector  \
CSL         0.2091          0.59         102.644  Industrials   

    sharesOutstanding shortRatio  totalCash totalCashPerShare   totalDebt  \
CSL          51698500       1.91  291700000             5.659  2928800000   

    totalRevenue trailingPE  
CSL   5365700096  22.111614  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	234.559998	232.555741	252.299205	272.042669	250.260634	9.078125	232.104383	268.416885

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
CSL	0.893561	234.559998	6905512.5	0.754731	0.961206	0.453537

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -141.5800018310547
Sector Volume Factor: 0.8696853533786545
Sector Risk Trend Factor: -4.514668337867341
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'mul', False]
best inner cv score, sdev (11 folds): 497.44209929377934 367.5632189484563
test cv mean error, stdev (10 folds): 491.75210128490096 385.0414039130602
sell date: 2022-09-23
expected return: 0.05922921392781611
discounted return: 0.0005933871901875332
quarter return: 1.056092135407889

['quarterly_balance_sheet',                                     2022-03-31    2021-12-31    2021-09-30  \
Intangible Assets                 1.980900e+09  2.008700e+09  1.599400e+09   
Capital Surplus                   4.835000e+08  4.815000e+08  4.738000e+08   
Total Liab                        4.644400e+09  4.617300e+09  4.529800e+09   
Total Stockholder Equity          2.678600e+09  2.629500e+09  2.544800e+09   
Other Current Liab                8.220000e+07  8.010000e+07  7.060000e+07   
Total Assets                      7.323000e+09  7.246800e+09  7.074600e+09   
Common Stock                      7.870000e+07  7.870000e+07  7.870000e+07   
Other Current Assets              9.020000e+07  2.848000e+08  2.512000e+08   
Retained Earnings                 4.402600e+09  4.237700e+09  4.137900e+09   
Other Liab                        8.791000e+08  8.080000e+08  7.545000e+08   
Good Will                         2.215000e+09  2.199000e+09  2.539500e+09   
Treasury Stock                   -2.286200e+09 -2.168400e+09 -2.145600e+09   
Other Assets                      1.292000e+08  4.690000e+07  1.198000e+08   
Cash                              2.917000e+08  3.244000e+08  2.956000e+08   
Total Current Liabilities         1.188600e+09  1.169500e+09  8.513000e+08   
Short Long Term Debt              3.521000e+08  3.520000e+08  2.400000e+06   
Other Stockholder Equity         -1.014000e+08 -1.052000e+08 -1.012000e+08   
Property Plant Equipment          7.691000e+08  8.413000e+08  7.341000e+08   
Total Current Assets              2.228800e+09  2.150900e+09  2.081800e+09   
Net Tangible Assets              -1.517300e+09 -1.578200e+09 -1.594100e+09   
Net Receivables                   1.076200e+09  8.867000e+08  9.510000e+08   
Long Term Debt                    2.576700e+09  2.575400e+09  2.924000e+09   
Inventory                         7.289000e+08  6.051000e+08  5.489000e+08   
Accounts Payable                  5.209000e+08  4.324000e+08  4.810000e+08   
Deferred Long Term Asset Charges           NaN  4.000000e+05           NaN   

                                    2021-06-30  
Intangible Assets                 9.039000e+08  
Capital Surplus                   4.601000e+08  
Total Liab                        3.421400e+09  
Total Stockholder Equity          2.417900e+09  
Other Current Liab                1.617000e+08  
Total Assets                      5.839300e+09  
Common Stock                      7.870000e+07  
Other Current Assets              5.193000e+08  
Retained Earnings                 4.024200e+09  
Other Liab                        5.793000e+08  
Good Will                         1.640200e+09  
Treasury Stock                   -2.145100e+09  
Other Assets                      1.085000e+08  
Cash                              7.133000e+08  
Total Current Liabilities         7.617000e+08  
Short Long Term Debt              1.200000e+06  
Other Stockholder Equity         -1.028000e+08  
Property Plant Equipment          6.742000e+08  
Total Current Assets              2.512500e+09  
Net Tangible Assets              -1.262000e+08  
Net Receivables                   7.939000e+08  
Long Term Debt                    2.080400e+09  
Inventory                         4.626000e+08  
Accounts Payable                  3.871000e+08  
Deferred Long Term Asset Charges           NaN  ]
['quarterly_cashflow',                                             2022-03-31   2021-12-31  \
Investments                                 10300000.0  -20000000.0   
Change To Liabilities                       93700000.0  -47700000.0   
Total Cashflows From Investing Activities   81200000.0  -63200000.0   
Total Cash From Financing Activities      -158800000.0  -45800000.0   
Change To Operating Activities             -16200000.0  -17500000.0   
Issuance Of Stock                            7700000.0    8500000.0   
Net Income                                 193600000.0  128100000.0   
Change In Cash                             -32700000.0   28800000.0   
Repurchase Of Stock                       -137000000.0  -25100000.0   
Effect Of Exchange Rate                       600000.0     600000.0   
Total Cash From Operating Activities        44300000.0  137800000.0   
Depreciation                                64100000.0   49300000.0   
Other Cashflows From Investing Activities  126700000.0     100000.0   
Dividends Paid                             -28700000.0  -28300000.0   
Change To Inventory                       -122000000.0  -64400000.0   
Change To Account Receivables             -190700000.0   63200000.0   
Other Cashflows From Financing Activities    -800000.0    -900000.0   
Change To Netincome                         21800000.0   26800000.0   
Capital Expenditures                       -31100000.0  -45900000.0   
Net Borrowings                                     NaN          NaN   

                                             2021-09-30    2021-06-30  
Investments                               -2.000000e+07 -2.000000e+07  
Change To Liabilities                      2.110000e+07  0.000000e+00  
Total Cashflows From Investing Activities -1.359700e+09 -1.359700e+09  
Total Cash From Financing Activities       8.184000e+08  8.184000e+08  
Change To Operating Activities            -1.340000e+07 -1.340000e+07  
Issuance Of Stock                          3.180000e+07  3.180000e+07  
Net Income                                 1.421000e+08  9.930000e+07  
Change In Cash                            -4.177000e+08 -4.177000e+08  
Repurchase Of Stock                       -2.570000e+07 -2.570000e+07  
Effect Of Exchange Rate                   -9.000000e+05 -9.000000e+05  
Total Cash From Operating Activities       1.245000e+08  1.245000e+08  
Depreciation                               5.680000e+07  5.680000e+07  
Other Cashflows From Investing Activities  2.480000e+08  2.480000e+08  
Dividends Paid                            -2.820000e+07 -2.820000e+07  
Change To Inventory                       -3.180000e+07 -3.180000e+07  
Change To Account Receivables             -8.000000e+07 -8.000000e+07  
Other Cashflows From Financing Activities -2.100000e+06 -2.100000e+06  
Change To Netincome                        2.970000e+07  2.970000e+07  
Capital Expenditures                      -3.380000e+07 -3.380000e+07  
Net Borrowings                             8.426000e+08  8.426000e+08  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
2Q2021   1177800000   99300000
3Q2021   1315600000  142100000
4Q2021   1376000000  128100000
1Q2022   1496300000  193600000]
['quarterly_financials',                                           2022-03-31    2021-12-31  \
Research Development                      12300000.0    12900000.0   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        254800000.0   160200000.0   
Minority Interest                               None          None   
Net Income                               193600000.0   128100000.0   
Selling General Administrative           202800000.0   192400000.0   
Gross Profit                             492800000.0   393100000.0   
Ebit                                     279400000.0   194400000.0   
Operating Income                         279400000.0   194400000.0   
Other Operating Expenses                  -1700000.0    -6600000.0   
Interest Expense                         -22600000.0   -22100000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                        60500000.0    29400000.0   
Total Revenue                           1496300000.0  1376000000.0   
Total Operating Expenses                1216900000.0  1181600000.0   
Cost Of Revenue                         1003500000.0   982900000.0   
Total Other Income Expense Net           -24600000.0   -34200000.0   
Discontinued Operations                    -700000.0    -2700000.0   
Net Income From Continuing Ops           194300000.0   130800000.0   
Net Income Applicable To Common Shares   193100000.0   127800000.0   

                                          2021-09-30    2021-06-30  
Research Development                      12800000.0    13600000.0  
Effect Of Accounting Charges                    None          None  
Income Before Tax                        146000000.0   113900000.0  
Minority Interest                               None          None  
Net Income                               142100000.0    99300000.0  
Selling General Administrative           192000000.0   158800000.0  
Gross Profit                             374300000.0   311300000.0  
Ebit                                     169800000.0   140600000.0  
Operating Income                         169800000.0   140600000.0  
Other Operating Expenses                   -300000.0    -1700000.0  
Interest Expense                         -19800000.0   -19200000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        33000000.0    19800000.0  
Total Revenue                           1315600000.0  1177800000.0  
Total Operating Expenses                1145800000.0  1037200000.0  
Cost Of Revenue                          941300000.0   866500000.0  
Total Other Income Expense Net           -23800000.0   -26700000.0  
Discontinued Operations                   29100000.0     5200000.0  
Net Income From Continuing Ops           113000000.0    94100000.0  
Net Income Applicable To Common Shares   141600000.0    99100000.0  ]
['mutualfund_holders',                                            Holder   Shares Date Reported  \
0         Eaton Vance Atlanta Capital SMID-Cap Fd  2086432    2022-03-30   
1            Allspring Special Mid Cap Value Fund  1937600    2022-04-29   
2          Vanguard Total Stock Market Index Fund  1503083    2022-03-30   
3                     iShares Core S&P Midcap ETF  1491400    2022-04-29   
4                   Vanguard Small-Cap Index Fund  1306067    2022-03-30   
5                    JP Morgan Mid Cap Value Fund   980782    2022-03-30   
6  Franklin Managed Trust - Rising Dividends Fund   958729    2022-03-30   
7             Vanguard Small Cap Value Index Fund   854878    2022-03-30   
8             Vanguard Extended Market Index Fund   689676    2022-03-30   
9                  Oakmark Equity and Income Fund   614375    2022-03-30   

    % Out      Value  
0  0.0404  513095357  
1  0.0375  502535936  
2  0.0291  369638171  
3  0.0288  386809504  
4  0.0253  321187996  
5  0.0190  241193909  
6  0.0185  235770635  
7  0.0165  210231597  
8  0.0133  169605121  
9  0.0119  151087100  ]
['sustainability',                                    Value
2022-5                                  
palmOil                            False
controversialWeapons               False
gambling                           False
socialScore                         3.67
nuclear                            False
furLeather                         False
alcoholic                          False
gmo                                False
catholic                           False
socialPercentile                    None
peerCount                             15
governanceScore                     6.31
environmentPercentile               None
animalTesting                      False
tobacco                            False
totalEsg                           20.97
highestControversy                     0
esgPerformance                  AVG_PERF
coal                               False
pesticides                         False
adult                              False
percentile                         27.74
peerGroup              Building Products
smallArms                          False
environmentScore                   10.99
governancePercentile                None
militaryContract                   False]
symbol: NFG
sector: Energy
Index: SP400
vol_30d_2yr: 10051408.984375
Sector 1YMF: -7.5399932861328125
1YMF: -7.5399932861328125
risk trend factor: -0.6904756914314619
        beta currentRatio debtToEquity dividendRate dividendYield  \
NFG  0.65625        0.335      153.726         1.82        0.0245   

    earningsGrowth      ebitda ebitdaMargins  forwardPE freeCashflow  \
NFG           0.48  1072884992        0.5368  10.970457    493999136   

    grossMargins grossProfits heldPercentInstitutions              industry  \
NFG      0.59349   1095026000                 0.77105  Oil & Gas Integrated   

      marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
NFG  6792414208         800038976          0.36285      0.3534     1.31   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
NFG    3.644438                     3.398482       0.23674      0.222   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
NFG        0.06076        0.23881         0.273          21.899  Energy   

    sharesOutstanding shortRatio totalCash totalCashPerShare   totalDebt  \
NFG          91455696       4.03  52569000             0.575  2864929024   

    totalRevenue trailingPE  
NFG   1998660992   14.41576  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	65.440002	66.196732	71.468095	76.739458	70.233492	2.539221	65.155049	75.311934

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
NFG	1.09896	65.440002	10051408.984375	0.723622	0.865522	0.460844

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 18.32475491962216 15.305691880232668
test cv mean error, stdev (10 folds): 19.915628892149904 15.16655093435223
sell date: 2022-08-05
expected return: 0.09478769729193245
discounted return: 0.0018884571584556475
quarter return: 1.1895489675093711

['options', ('2022-07-15',)]
symbol: CAL
sector: Consumer Cyclical
Index: SP600
vol_30d_2yr: 13624561.71875
Sector 1YMF: -7.140003204345703
1YMF: -7.140003204345703
risk trend factor: -0.6945527944974851
         beta currentRatio debtToEquity dividendRate dividendYield  \
CAL  2.076225        0.873      244.795         0.28        0.0105   

    earningsGrowth     ebitda ebitdaMargins forwardPE freeCashflow  \
CAL           7.25  301993984       0.10507  5.692308     52809000   

    grossMargins grossProfits heldPercentInstitutions                industry  \
CAL      0.44516   1227317000                 0.94973  Footwear & Accessories   

     marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
CAL  978686976         117749000           0.0892      0.0593     0.45   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
CAL    2.832235                     0.340521       0.06311      0.212   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
CAL        0.08588        0.64377         0.151          78.491   

                sector sharesOutstanding shortRatio totalCash  \
CAL  Consumer Cyclical          36737500       3.21  33717000   

    totalCashPerShare  totalDebt totalRevenue trailingPE  
CAL             0.918  876433984   2874084096    5.65365  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	26.639999	22.454831	27.003651	31.55247	23.73746	3.136263	17.464934	30.009987

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
CAL	1.602114	26.639999	13624561.71875	0.862213	0.418598	0.505598

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -359.96002197265625
Sector Volume Factor: 1.2928194874233667
Sector Risk Trend Factor: -4.72140697901556
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 17.57251282551596 17.244721751582233
test cv mean error, stdev (10 folds): 19.098450198852767 17.3639033916298
sell date: 2022-07-22
expected return: 0.14002055143421874
discounted return: 0.0038617400183567074
quarter return: 1.4256043699011531

['quarterly_balance_sheet',                              2022-01-29    2021-10-30    2021-07-31  \
Intangible Assets          2.443470e+08  2.256690e+08  2.288210e+08   
Capital Surplus            1.688300e+08  1.654750e+08  1.621220e+08   
Total Liab                 1.520539e+09  1.568813e+09  1.587607e+09   
Total Stockholder Equity   3.185700e+08  3.010980e+08  2.406970e+08   
Minority Interest          4.817000e+06  4.647000e+06  4.594000e+06   
Other Current Liab         2.802200e+07  8.162900e+07  7.465000e+07   
Total Assets               1.843926e+09  1.874558e+09  1.832898e+09   
Common Stock               3.760000e+05  3.830000e+05  3.830000e+05   
Other Current Assets       1.735500e+07  7.789000e+06  8.361000e+06   
Retained Earnings          1.579700e+08  1.437110e+08  8.676400e+07   
Other Liab                 4.201700e+07  4.596700e+07  4.565200e+07   
Good Will                  4.956000e+06  4.956000e+06  4.956000e+06   
Treasury Stock            -8.606000e+06 -8.471000e+06 -8.572000e+06   
Other Assets               1.044790e+08  1.254110e+08  1.220950e+08   
Cash                       3.011500e+07  7.477200e+07  5.468400e+07   
Total Current Liabilities  1.025613e+09  1.070060e+09  9.786690e+08   
Other Stockholder Equity  -8.606000e+06 -8.471000e+06 -8.572000e+06   
Property Plant Equipment   6.536680e+08  6.558240e+08  6.696630e+08   
Total Current Assets       8.364760e+08  8.626980e+08  8.073630e+08   
Net Tangible Assets        6.926700e+07  7.047300e+07  6.920000e+06   
Net Receivables            1.553090e+08  1.969180e+08  1.455480e+08   
Inventory                  5.968070e+08  5.432180e+08  5.655120e+08   
Accounts Payable           3.314700e+08  3.520840e+08  3.487950e+08   
Short Long Term Debt                NaN  9.959800e+07  9.954000e+07   
Long Term Debt                      NaN           NaN  9.954000e+07   

                             2021-05-01  
Intangible Assets          2.319680e+08  
Capital Surplus            1.593810e+08  
Total Liab                 1.596167e+09  
Total Stockholder Equity   2.028690e+08  
Minority Interest          3.787000e+06  
Other Current Liab         6.158200e+07  
Total Assets               1.802823e+09  
Common Stock               3.830000e+05  
Other Current Assets       8.169000e+06  
Retained Earnings          5.204100e+07  
Other Liab                 4.090900e+07  
Good Will                  4.956000e+06  
Treasury Stock            -8.936000e+06  
Other Assets               1.176520e+08  
Cash                       9.824400e+07  
Total Current Liabilities  8.659370e+08  
Other Stockholder Equity  -8.936000e+06  
Property Plant Equipment   6.911290e+08  
Total Current Assets       7.571180e+08  
Net Tangible Assets       -3.405500e+07  
Net Receivables            1.685480e+08  
Inventory                  4.452990e+08  
Accounts Payable           2.933090e+08  
Short Long Term Debt                NaN  
Long Term Debt             1.989660e+08  ]
['quarterly_cashflow',                                            2022-01-29  2021-10-30  \
Change To Liabilities                     -20532000.0   3271000.0   
Total Cashflows From Investing Activities  -9586000.0  -5162000.0   
Net Borrowings                             15000000.0 -25000000.0   
Total Cash From Financing Activities      -13729000.0 -28891000.0   
Change To Operating Activities              4322000.0  -4915000.0   
Net Income                                 33854000.0  59622000.0   
Change In Cash                            -44657000.0  20088000.0   
Repurchase Of Stock                       -16965000.0 -16965000.0   
Effect Of Exchange Rate                      -55000.0    -40000.0   
Total Cash From Operating Activities      -21287000.0  54181000.0   
Depreciation                               11574000.0  11428000.0   
Dividends Paid                             -2637000.0  -2675000.0   
Change To Inventory                       -53855000.0  22361000.0   
Change To Account Receivables              39190000.0 -51202000.0   
Other Cashflows From Financing Activities  -9127000.0  -1216000.0   
Change To Netincome                       -39462000.0   7073000.0   
Capital Expenditures                       -7956000.0  -3621000.0   

                                            2021-07-31  2021-05-01  
Change To Liabilities                       55532000.0  12665000.0  
Total Cashflows From Investing Activities   -5520000.0  -3877000.0  
Net Borrowings                            -100000000.0 -50000000.0  
Total Cash From Financing Activities      -103151000.0 -56614000.0  
Change To Operating Activities              35388000.0 -14740000.0  
Net Income                                  37396000.0   6147000.0  
Change In Cash                             -43560000.0   9949000.0  
Repurchase Of Stock                        -16965000.0 -16965000.0  
Effect Of Exchange Rate                       -58000.0     62000.0  
Total Cash From Operating Activities        65169000.0  70378000.0  
Depreciation                                11543000.0  12092000.0  
Dividends Paid                              -2673000.0  -2663000.0  
Change To Inventory                       -120340000.0  43062000.0  
Change To Account Receivables               24567000.0  -5553000.0  
Other Cashflows From Financing Activities    -478000.0  -3951000.0  
Change To Netincome                         10711000.0  14844000.0  
Capital Expenditures                        -4157000.0  -2659000.0  ]
['quarterly_earnings',            Revenue  Earnings
Quarter                     
2Q2021   638636000   6147000
3Q2021   675531000  37396000
4Q2021   784156000  59622000
1Q2022   679281000  33854000]
['quarterly_financials',                                          2022-01-29   2021-10-30   2021-07-31  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                        45184000.0   79444000.0   54711000.0   
Minority Interest                         4817000.0    4647000.0    4594000.0   
Net Income                               33854000.0   59622000.0   37396000.0   
Selling General Administrative          243378000.0  250289000.0  255941000.0   
Gross Profit                            294786000.0  335351000.0  322293000.0   
Ebit                                     37926000.0   85062000.0   66352000.0   
Operating Income                         37926000.0   85062000.0   66352000.0   
Other Operating Expenses                 13482000.0   13482000.0   13482000.0   
Interest Expense                         -2127000.0   -5069000.0  -11941000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                       11243000.0   19759000.0   16559000.0   
Total Revenue                           679281000.0  784156000.0  675531000.0   
Total Operating Expenses                641355000.0  699094000.0  609179000.0   
Cost Of Revenue                         384495000.0  448805000.0  353238000.0   
Total Other Income Expense Net            7258000.0   -5618000.0  -11641000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops           33941000.0   59685000.0   38152000.0   
Net Income Applicable To Common Shares   32609000.0   57482000.0   36036000.0   

                                         2021-05-01  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                         9906000.0  
Minority Interest                         3787000.0  
Net Income                                6147000.0  
Selling General Administrative          241007000.0  
Gross Profit                            274887000.0  
Ebit                                     33880000.0  
Operating Income                         33880000.0  
Other Operating Expenses                 13482000.0  
Interest Expense                        -11792000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                        3521000.0  
Total Revenue                           638636000.0  
Total Operating Expenses                604756000.0  
Cost Of Revenue                         363749000.0  
Total Other Income Expense Net          -23974000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops            6385000.0  
Net Income Applicable To Common Shares    5937000.0  ]
['mutualfund_holders',                                              Holder   Shares Date Reported  \
0                     iShares Core S&P Smallcap ETF  2729688    2022-04-29   
1            Vanguard Total Stock Market Index Fund  1036100    2022-03-30   
2                          iShares Russell 2000 ETF   822360    2022-04-29   
3                          Principal Small Cap Fund   634100    2022-01-30   
4                iShares S&P Smallcap 600 Value ETF   560015    2022-04-29   
5               Vanguard Extended Market Index Fund   513668    2022-03-30   
6                     Vanguard Small-Cap Index Fund   466896    2022-03-30   
7             Neuberger & Berman Intrinsic Value Fd   333511    2022-04-29   
8  SPDR (R) Ser Tr-SPDR S&P 600 Small Cap Value ETF   315466    2022-04-29   
9                   iShares Russell 2000 Growth ETF   299571    2022-04-29   

    % Out     Value  
0  0.0743  62591745  
1  0.0282  20027813  
2  0.0224  18856714  
3  0.0173  15205718  
4  0.0152  12841143  
5  0.0140   9929202  
6  0.0127   9025099  
7  0.0091   7647407  
8  0.0086   7233635  
9  0.0082   6869163  ]
['options', ('2022-08-19', '2022-12-16')]
symbol: UNM
sector: Financial Services
Index: SP400
vol_30d_2yr: 53508487.6953125
Sector 1YMF: -5.059993743896484
1YMF: -5.059993743896484
risk trend factor: -0.6950538380399589
         beta currentRatio debtToEquity dividendRate dividendYield  \
UNM  1.514215       24.407       30.875          1.2        0.0348   

    earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
UNM          0.179  1461100032       0.12162  6.460318    799987520   

    grossMargins grossProfits heldPercentInstitutions        industry  \
UNM      0.27461   3299100000                 0.88459  Insurance—Life   

      marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
UNM  6656989696        1387500032          0.11165      0.2622     0.65   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
UNM    0.598606                     0.554112        0.0686      5.019   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
UNM        0.01191        0.07396        -0.303          58.824   

                 sector sharesOutstanding shortRatio   totalCash  \
UNM  Financial Services         204452992       2.79  1463000064   

    totalCashPerShare   totalDebt totalRevenue trailingPE  
UNM             7.222  3524800000  12013800448    8.34444  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	32.560001	32.487871	35.250159	38.012447	33.449206	2.08965	29.269907	37.628506

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
UNM	0.872299	32.560001	53508487.695312	0.778725	0.43303	0.490172

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -72.2699966430664
Sector Volume Factor: 1.2707168073107045
Sector Risk Trend Factor: -4.617890709055871
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 20.10065423888112 26.485586786406316
test cv mean error, stdev (10 folds): 21.693367627808307 27.271433151349527
sell date: 2022-07-22
expected return: 0.052593715434335934
discounted return: 0.001508705287804446
quarter return: 1.1487751489032836

['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Intangible Assets          2.281000e+09  2.231500e+09  2.235700e+09   
Capital Surplus            2.408100e+09  2.398500e+09  2.386800e+09   
Total Liab                 5.869920e+10  5.947970e+10  5.986040e+10   
Total Stockholder Equity   1.141640e+10  1.111820e+10  1.094750e+10   
Other Current Liab         5.717000e+08  5.090000e+08  5.957000e+08   
Total Assets               7.011560e+10  7.059790e+10  7.080790e+10   
Common Stock               3.070000e+07  3.070000e+07  3.070000e+07   
Other Current Assets       1.152200e+10  1.170400e+10  1.202560e+10   
Retained Earnings          1.185320e+10  1.175480e+10  1.148760e+10   
Other Liab                 5.460270e+10  5.552930e+10  5.582330e+10   
Good Will                  3.522000e+08  3.521000e+08  3.533000e+08   
Treasury Stock            -2.875600e+09 -3.065800e+09 -2.957600e+09   
Other Assets               7.966200e+09  7.985200e+09  7.792900e+09   
Cash                       7.500000e+07  1.217000e+08  1.231000e+08   
Total Current Liabilities  5.943000e+08  5.090000e+08  5.957000e+08   
Other Stockholder Equity   3.541000e+08  1.139000e+08  2.221000e+08   
Property Plant Equipment   5.118000e+08  4.625000e+08  4.998000e+08   
Total Current Assets       1.450490e+10  1.484430e+10  1.537290e+10   
Long Term Investments      4.449950e+10  4.472230e+10  4.455330e+10   
Net Tangible Assets        1.106420e+10  1.076610e+10  1.059420e+10   
Short Term Investments     1.388000e+09  1.472700e+09  1.596600e+09   
Net Receivables            1.519900e+09  1.545900e+09  1.627600e+09   
Long Term Debt             3.442200e+09  3.441400e+09  3.441400e+09   

                             2021-03-31  
Intangible Assets          2.254800e+09  
Capital Surplus            2.380800e+09  
Total Liab                 5.868650e+10  
Total Stockholder Equity   1.057010e+10  
Other Current Liab         5.028000e+08  
Total Assets               6.925660e+10  
Common Stock               3.070000e+07  
Other Current Assets       1.221890e+10  
Retained Earnings          1.136320e+10  
Other Liab                 5.483690e+10  
Good Will                  3.530000e+08  
Treasury Stock            -3.204600e+09  
Other Assets               7.858300e+09  
Cash                       5.618000e+08  
Total Current Liabilities  5.028000e+08  
Other Stockholder Equity  -2.490000e+07  
Property Plant Equipment   5.006000e+08  
Total Current Assets       1.523620e+10  
Long Term Investments      4.305370e+10  
Net Tangible Assets        1.021710e+10  
Short Term Investments     7.561000e+08  
Net Receivables            1.699400e+09  
Long Term Debt             3.346800e+09  ]
['quarterly_cashflow',                                             2021-12-31   2021-09-30  \
Investments                               -306600000.0 -351100000.0   
Change To Liabilities                              0.0          0.0   
Total Cashflows From Investing Activities -434800000.0 -399100000.0   
Total Cash From Financing Activities         -100000.0  -57400000.0   
Change To Operating Activities             -47900000.0 -144100000.0   
Issuance Of Stock                            1500000.0     900000.0   
Net Income                                 159700000.0  328600000.0   
Change In Cash                             -46700000.0   -1400000.0   
Repurchase Of Stock                        -50000000.0  -50000000.0   
Total Cash From Operating Activities       388200000.0  455100000.0   
Depreciation                                29800000.0   30400000.0   
Other Cashflows From Investing Activities -100300000.0  -23200000.0   
Dividends Paid                             -61400000.0  -61300000.0   
Change To Account Receivables              250800000.0  145700000.0   
Other Cashflows From Financing Activities  109800000.0    3000000.0   
Change To Netincome                        -94500000.0   74700000.0   
Capital Expenditures                       -27900000.0  -24800000.0   
Net Borrowings                                     NaN          NaN   

                                             2021-06-30   2021-03-31  
Investments                               -1.125300e+09  603400000.0  
Change To Liabilities                      0.000000e+00          0.0  
Total Cashflows From Investing Activities -1.095300e+09  588600000.0  
Total Cash From Financing Activities      -4.960000e+07  -61800000.0  
Change To Operating Activities             1.010000e+08  254500000.0  
Issuance Of Stock                          6.000000e+05     800000.0  
Net Income                                 1.829000e+08  153000000.0  
Change In Cash                            -4.387000e+08  364800000.0  
Repurchase Of Stock                       -5.000000e+07  -50000000.0  
Total Cash From Operating Activities       7.062000e+08 -162000000.0  
Depreciation                               3.030000e+07   29300000.0  
Other Cashflows From Investing Activities  5.670000e+07   16100000.0  
Dividends Paid                            -5.830000e+07  -58400000.0  
Change To Account Receivables              2.770000e+08    4500000.0  
Other Cashflows From Financing Activities -8.000000e+07   -4200000.0  
Change To Netincome                       -2.530000e+07 -648200000.0  
Capital Expenditures                      -2.670000e+07  -30900000.0  
Net Borrowings                             8.810000e+07   88100000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
1Q2021   3072000000  153000000
2Q2021   2993000000  182900000
3Q2021   2969700000  328600000
4Q2021   2979100000  159700000]
['quarterly_financials',                                           2021-12-31    2021-09-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        191700000.0   409900000.0   
Minority Interest                               None          None   
Net Income                               159700000.0   328600000.0   
Selling General Administrative           249300000.0   241600000.0   
Gross Profit                             753400000.0   947700000.0   
Ebit                                     242300000.0   466700000.0   
Operating Income                         242300000.0   466700000.0   
Other Operating Expenses                 261800000.0   239400000.0   
Interest Expense                         -50600000.0   -44700000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                        32000000.0    81300000.0   
Total Revenue                           2979100000.0  2969700000.0   
Total Operating Expenses                2736800000.0  2503000000.0   
Cost Of Revenue                         2225700000.0  2022000000.0   
Total Other Income Expense Net           -50600000.0   -56800000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           159700000.0   328600000.0   
Net Income Applicable To Common Shares   159700000.0   328600000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                        262600000.0   198800000.0  
Minority Interest                               None          None  
Net Income                               182900000.0   153000000.0  
Selling General Administrative           247400000.0   236900000.0  
Gross Profit                             872900000.0   725100000.0  
Ebit                                     389100000.0   243200000.0  
Operating Income                         389100000.0   243200000.0  
Other Operating Expenses                 236400000.0   245000000.0  
Interest Expense                         -45300000.0   -44400000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        79700000.0    45800000.0  
Total Revenue                           2993000000.0  3072000000.0  
Total Operating Expenses                2603900000.0  2828800000.0  
Cost Of Revenue                         2120100000.0  2346900000.0  
Total Other Income Expense Net          -126500000.0   -44400000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops           182900000.0   153000000.0  
Net Income Applicable To Common Shares   182900000.0   153000000.0  ]
['mutualfund_holders',                                      Holder    Shares Date Reported   % Out  \
0            Fidelity Low-Priced Stock Fund  13985534    2022-02-27  0.0695   
1               iShares Core S&P Midcap ETF   5665789    2022-01-30  0.0282   
2    Vanguard Total Stock Market Index Fund   5233494    2021-12-30  0.0260   
3             Vanguard Small-Cap Index Fund   4628560    2021-12-30  0.0230   
4               iShares Select Dividend ETF   4099983    2022-01-30  0.0204   
5              Vanguard Selected Value Fund   3668000    2022-01-30  0.0182   
6  Vanguard Fenway Funds-Equity Income Fund   3043945    2021-12-30  0.0151   
7       Vanguard Small Cap Value Index Fund   2937934    2021-12-30  0.0146   
8       Vanguard Extended Market Index Fund   2710121    2021-12-30  0.0135   
9           DFA U.S. Small Cap Value Series   2540837    2022-01-30  0.0126   

       Value  
0  390476109  
1  143797724  
2  128586947  
3  113723719  
4  104057568  
5   93093840  
6   74789728  
7   72185038  
8   66587672  
9   64486443  ]
['options', ('2023-01-20', '2024-01-19')]
['sustainability',                            Value
2022-5                          
palmOil                    False
controversialWeapons       False
gambling                   False
socialScore                 7.43
nuclear                    False
furLeather                 False
alcoholic                  False
gmo                        False
catholic                   False
socialPercentile               0
peerCount                     96
governanceScore            10.52
environmentPercentile          0
animalTesting              False
tobacco                    False
totalEsg                   20.03
highestControversy             1
esgPerformance              None
coal                       False
pesticides                 False
adult                      False
percentile                  24.5
peerGroup              Insurance
smallArms                  False
environmentScore            2.08
governancePercentile           0
militaryContract           False]
symbol: HSY
sector: Consumer Defensive
Index: SP500
vol_30d_2yr: 19940425.0
Sector 1YMF: -20.060012817382812
1YMF: -20.060012817382812
risk trend factor: -0.7068361298814138
        beta currentRatio debtToEquity dividendRate dividendYield  \
HSY  0.40098        0.958      182.251          3.6         0.016   

    earningsGrowth      ebitda ebitdaMargins  forwardPE freeCashflow  \
HSY          0.353  2543244032       0.27225  27.397606   1117503360   

    grossMargins grossProfits heldPercentInstitutions       industry  \
HSY      0.45457   4053818000                 0.76488  Confectioners   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
HSY  42443001856        2129710976          0.23712      0.4508     2.91   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
HSY   16.785889                     4.543436        0.1729       0.47   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
HSY        0.14067        0.62521         0.161          45.269   

                 sector sharesOutstanding shortRatio  totalCash  \
HSY  Consumer Defensive         145390000       2.17  338055008   

    totalCashPerShare   totalDebt totalRevenue trailingPE  
HSY             1.644  5313624064   9341609984   29.91144  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	206.029999	204.010093	209.173967	214.337841	217.173016	7.66194	201.849137	232.496895

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
HSY	1.169855	206.029999	19940425.0	0.759001	0.971853	0.450651

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -74.80001831054688
Sector Volume Factor: 1.4135920452708397
Sector Risk Trend Factor: -2.283970024749523
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 126.32128598822646 95.57167363837233
test cv mean error, stdev (10 folds): 136.94865844395548 93.83526155947202
sell date: 2022-07-22
expected return: 0.06675063231683906
discounted return: 0.001902314044301745
quarter return: 1.1910635388921387

['quarterly_balance_sheet',                                     2022-04-03    2021-12-31    2021-10-03  \
Intangible Assets                 2.309871e+09  2.298244e+09  1.726473e+09   
Capital Surplus                   1.243240e+09  1.260331e+09  1.240012e+09   
Total Liab                        7.729495e+09  7.655002e+09  6.902050e+09   
Total Stockholder Equity          2.915549e+09  2.757229e+09  2.528294e+09   
Other Current Liab                7.963500e+07  3.070000e+06  6.948200e+07   
Total Assets                      1.064504e+10  1.041223e+10  9.439183e+09   
Common Stock                      2.215530e+08  2.215530e+08  2.215530e+08   
Other Current Assets              1.325250e+08  1.276780e+08  1.304180e+08   
Retained Earnings                 3.071416e+09  2.719936e+09  2.565538e+09   
Other Liab                        7.628260e+08  7.641630e+08  7.335690e+08   
Good Will                         2.620594e+09  2.633174e+09  2.164580e+09   
Treasury Stock                   -1.620660e+09 -1.444591e+09 -1.498809e+09   
Other Assets                      2.027480e+08  2.036190e+08  1.613820e+08   
Cash                              3.380550e+08  3.292660e+08  6.755160e+08   
Total Current Liabilities         2.565637e+09  2.493313e+09  1.906495e+09   
Deferred Long Term Asset Charges  4.281700e+07  4.087300e+07  3.967400e+07   
Other Stockholder Equity         -2.420090e+08 -2.492150e+08 -2.984000e+08   
Property Plant Equipment          2.945013e+09  2.937899e+09  2.566939e+09   
Total Current Assets              2.457438e+09  2.246206e+09  2.741944e+09   
Long Term Investments             1.093800e+08  9.308900e+07  7.786500e+07   
Net Tangible Assets              -2.014916e+09 -2.174189e+09 -1.362759e+09   
Net Receivables                   8.684260e+08  6.714640e+08  8.412270e+08   
Long Term Debt                    4.022164e+09  4.020325e+09  4.016913e+09   
Inventory                         1.031503e+09  9.885110e+08  1.026541e+09   
Accounts Payable                  8.252310e+08  6.923380e+08  6.718550e+08   
Minority Interest                          NaN           NaN  8.839000e+06   
Short Long Term Debt                       NaN           NaN  2.812000e+06   

                                    2021-07-04  
Intangible Assets                 1.724699e+09  
Capital Surplus                   1.218708e+09  
Total Liab                        6.609970e+09  
Total Stockholder Equity          2.265049e+09  
Other Current Liab                5.203500e+07  
Total Assets                      8.883863e+09  
Common Stock                      2.215530e+08  
Other Current Assets              1.360040e+08  
Retained Earnings                 2.301805e+09  
Other Liab                        7.554160e+08  
Good Will                         2.166446e+09  
Treasury Stock                   -1.477017e+09  
Other Assets                      1.440380e+08  
Cash                              4.262010e+08  
Total Current Liabilities         1.587002e+09  
Deferred Long Term Asset Charges  3.436200e+07  
Other Stockholder Equity         -2.961360e+08  
Property Plant Equipment          2.547893e+09  
Total Current Assets              2.219181e+09  
Long Term Investments             8.160600e+07  
Net Tangible Assets              -1.626096e+09  
Net Receivables                   5.324010e+08  
Long Term Debt                    4.019067e+09  
Inventory                         1.060422e+09  
Accounts Payable                  6.156410e+08  
Minority Interest                 8.844000e+06  
Short Long Term Debt                       NaN  ]
['quarterly_cashflow',                                             2022-04-03    2021-12-31  \
Investments                                -22503000.0 -5.250000e+07   
Change To Liabilities                       98027000.0 -3.671400e+07   
Total Cashflows From Investing Activities -163966000.0 -1.383089e+09   
Net Borrowings                             -66690000.0  5.276340e+08   
Total Cash From Financing Activities      -463454000.0  3.566900e+08   
Change To Operating Activities             -23427000.0  1.461200e+07   
Issuance Of Stock                           16711000.0  9.849000e+06   
Net Income                                 533478000.0  3.355560e+08   
Change In Cash                               8789000.0 -3.462500e+08   
Repurchase Of Stock                       -232391000.0 -2.323910e+08   
Effect Of Exchange Rate                    -20258000.0  9.820000e+05   
Total Cash From Operating Activities       656467000.0  6.791670e+08   
Depreciation                                91036000.0  8.304900e+07   
Other Cashflows From Investing Activities    -400000.0 -5.900000e+05   
Dividends Paid                            -181084000.0 -1.807930e+08   
Change To Inventory                        -37320000.0  6.032100e+07   
Change To Account Receivables             -189621000.0  2.082220e+08   
Change To Netincome                         57036000.0  1.360390e+08   
Capital Expenditures                      -141063000.0 -1.484270e+08   

                                            2021-10-03   2021-07-04  
Investments                                -18472000.0  -32381000.0  
Change To Liabilities                      109684000.0   23662000.0  
Total Cashflows From Investing Activities -139619000.0 -563115000.0  
Net Borrowings                             201882000.0 -207988000.0  
Total Cash From Financing Activities         3865000.0 -549829000.0  
Change To Operating Activities             -49440000.0   -2841000.0  
Issuance Of Stock                            6473000.0   13711000.0  
Net Income                                 444927000.0  301230000.0  
Change In Cash                             249315000.0 -706041000.0  
Repurchase Of Stock                        -23600000.0 -193987000.0  
Effect Of Exchange Rate                      -996000.0   -1109000.0  
Total Cash From Operating Activities       386065000.0  408012000.0  
Depreciation                                78024000.0   76032000.0  
Other Cashflows From Investing Activities       6000.0     593000.0  
Dividends Paid                            -180890000.0 -161565000.0  
Change To Inventory                         30104000.0 -122291000.0  
Change To Account Receivables             -311809000.0  111044000.0  
Change To Netincome                         60656000.0   57536000.0  
Capital Expenditures                      -119843000.0 -113136000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
3Q2021   1989422000  301230000
4Q2021   2359839000  444927000
4Q2021   2326128000  335556000
2Q2022   2666221000  533478000]
['quarterly_financials',                                           2022-04-03    2021-12-31  \
Research Development                             NaN    40107000.0   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        677404000.0   342941000.0   
Minority Interest                                NaN           NaN   
Net Income                               533478000.0   335556000.0   
Selling General Administrative           520234000.0   518708000.0   
Gross Profit                            1245507000.0  1012837000.0   
Ebit                                     725273000.0   454022000.0   
Operating Income                         725273000.0   454022000.0   
Other Operating Expenses                        None          None   
Interest Expense                         -33536000.0   -30430000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                       143926000.0     3150000.0   
Total Revenue                           2666221000.0  2326128000.0   
Total Operating Expenses                1940948000.0  1872106000.0   
Cost Of Revenue                         1420714000.0  1313291000.0   
Total Other Income Expense Net           -47869000.0  -111081000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           533478000.0   339791000.0   
Net Income Applicable To Common Shares   533478000.0   335556000.0   

                                          2021-10-03    2021-07-04  
Research Development                      40107000.0    40107000.0  
Effect Of Accounting Charges                    None          None  
Income Before Tax                        521673000.0   418416000.0  
Minority Interest                          8839000.0     8844000.0  
Net Income                               444927000.0   301230000.0  
Selling General Administrative           485272000.0   471038000.0  
Gross Profit                            1061548000.0   926487000.0  
Ebit                                     576276000.0   455449000.0  
Operating Income                         576276000.0   455449000.0  
Other Operating Expenses                        None          None  
Interest Expense                         -30686000.0   -31684000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        76746000.0   117186000.0  
Total Revenue                           2359839000.0  1989422000.0  
Total Operating Expenses                1783563000.0  1533973000.0  
Cost Of Revenue                         1298291000.0  1062935000.0  
Total Other Income Expense Net           -54603000.0   -37033000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops           444927000.0   301230000.0  
Net Income Applicable To Common Shares   444927000.0   301230000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0             Vanguard Total Stock Market Index Fund  4131363    2021-12-30   
1                            Vanguard 500 Index Fund  3080040    2021-12-30   
2                             SPDR S&P 500 ETF Trust  1541995    2022-01-30   
3                            Fidelity 500 Index Fund  1488911    2022-02-27   
4                iShares MSCI USA Min Vol Factor ETF  1428034    2022-01-30   
5  Victory Portfolios-Sycamore Established Value ...  1360000    2022-01-30   
6                           iShares Core S&P 500 ETF  1194398    2022-01-30   
7                         Vanguard Growth Index Fund  1153191    2021-12-30   
8           Select Sector SPDR Fund-Consumer Staples  1107866    2022-01-30   
9  Vanguard Institutional Index Fund-Institutiona...  1095659    2021-12-30   

    % Out      Value  
0  0.0283  799294799  
1  0.0211  595895338  
2  0.0106  303880954  
3  0.0102  301147138  
4  0.0098  281422660  
5  0.0093  268015200  
6  0.0082  235380013  
7  0.0079  223107862  
8  0.0076  218327152  
9  0.0075  211977146  ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                                Value
2022-5                              
palmOil                        False
controversialWeapons           False
gambling                       False
socialScore                    10.67
nuclear                        False
furLeather                     False
alcoholic                      False
gmo                            False
catholic                       False
socialPercentile                   0
peerCount                         92
governanceScore                 4.91
environmentPercentile              0
animalTesting                  False
tobacco                        False
totalEsg                       26.89
highestControversy                 3
esgPerformance                  None
coal                           False
pesticides                     False
adult                          False
percentile                     50.27
peerGroup              Food Products
smallArms                      False
environmentScore                11.3
governancePercentile               0
militaryContract               False]
symbol: GFF
sector: Industrials
Index: SP600
vol_30d_2yr: 6627450.78125
Sector 1YMF: -11.290000915527344
1YMF: -11.290000915527344
risk trend factor: -0.7136535886302743
         beta currentRatio debtToEquity dividendRate dividendYield  \
GFF  1.750892        2.829      240.206         0.36        0.0119   

    earningsGrowth     ebitda ebitdaMargins forwardPE freeCashflow  \
GFF          2.841  294200000       0.11648  7.736292   -255609376   

    grossMargins grossProfits heldPercentInstitutions       industry  \
GFF      0.29764    649036000                 0.76782  Conglomerates   

      marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
GFF  1689861120         -23665000          0.09435      0.1771      0.4   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
GFF    1.733357                     0.669043       0.04655       1.09   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare       sector  \
GFF         0.0472        0.12523         0.357          49.348  Industrials   

    sharesOutstanding shortRatio  totalCash totalCashPerShare   totalDebt  \
GFF          57032100       1.73  123288000             2.386  2121533056   

    totalRevenue trailingPE  
GFF   2525786880  13.523505  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	26.34	27.29344	30.785079	34.276719	24.336443	5.440805	13.454833	35.218053

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
GFF	1.243283	26.34	6627450.78125	0.577684	0.073253	0.408627

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -141.5800018310547
Sector Volume Factor: 0.8696853533786545
Sector Risk Trend Factor: -4.514668337867341
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 19.47079359884851 25.376167833733334
test cv mean error, stdev (10 folds): 21.26353787148501 25.942082207774813
sell date: 2022-06-24
expected return: 0.02871376697074862
discounted return: 0.0047293569307549355
quarter return: 1.5435349322169172

['options', ('2022-07-15',)]
symbol: PXD
sector: Energy
Index: SP500
vol_30d_2yr: 47391610.9375
Sector 1YMF: -50.03999328613281
1YMF: -50.03999328613281
risk trend factor: -0.727748651596503
         beta currentRatio debtToEquity dividendRate dividendYield  \
PXD  1.535843        1.541       25.456        12.34        0.0556   

         ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
PXD  9187000320       0.43846  7.828098   2404124928      0.53944   

    grossProfits heldPercentInstitutions       industry    marketCap  \
PXD   9392000000                 0.92214  Oil & Gas E&P  53659250688   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
PXD        8265999872          0.31175      0.3288     0.46     2.26717   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PXD                     2.560934        0.2003      1.404        0.12148   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
PXD        0.20075         1.006          86.852  Energy         241959008   

    shortRatio   totalCash totalCashPerShare   totalDebt totalRevenue  \
PXD       2.87  3256000000            13.457  6024999936  20952999936   

    trailingPE  
PXD  13.618053  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	221.770004	243.334843	270.065238	296.795633	256.810952	15.318142	226.174668	287.447237

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
PXD	1.317982	221.770004	47391610.9375	0.685246	0.678534	0.490016

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 945.2115858493136 912.1408616277421
test cv mean error, stdev (10 folds): 1035.233622083089 908.8770046115551
sell date: 2022-08-26
expected return: 0.08911694869070397
discounted return: 0.0012379718739679024
quarter return: 1.1205537380651147

['options', ('2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           8.97
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                        9.1
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             36.53
highestControversy                       1
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           81.93
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     18.46
governancePercentile                  None
militaryContract                     False]

	exp_return	sell_date	stop_loss_price	days_delta	disc_rtn	qtr_rtn	outer_cv_avg_rmse_n11	outer_cv_std_n11	mean_revert_flag	pi_lower	pi_upper	price	Sector	Index	error_price_ratio	std_price_ratio
SYMBOL
CTRA	0.079109	2022-06-24	26.724968	6	0.012770	3.213649	11.197177	11.329542	False	24.772829	33.098632	26.540001	Energy	SP500	0.421898	0.426886
SM	1.833752	2022-09-16	40.935598	90	0.011641	2.900109	41.847933	46.453124	False	17.175428	858.677611	39.709999	Energy	SP600	1.053839	1.169809
CEIX	0.703694	2022-09-16	38.952538	90	0.005938	1.723985	36.226317	60.302806	False	33.159725	172.367879	46.150002	Energy	SP600	0.784969	1.306670
GFF	0.028714	2022-06-24	25.311935	6	0.004729	1.543535	21.263538	25.942082	False	23.527549	31.206421	26.340000	Industrials	SP600	0.807272	0.984893
CAL	0.140021	2022-07-22	25.585411	34	0.003862	1.425604	19.098450	17.363903	False	18.451506	49.834335	26.639999	Consumer Cyclical	SP600	0.716909	0.651798
GO	0.127441	2022-07-22	38.483297	34	0.003534	1.383438	23.788533	17.286792	False	34.844785	58.805903	40.150002	Consumer Defensive	SP400	0.592491	0.430555
TWI	0.404537	2022-09-23	16.363515	97	0.003508	1.380157	4.868335	6.397286	False	11.568359	50.644384	17.520000	Industrials	SP600	0.277873	0.365142
ROCC	0.046128	2022-07-01	33.965317	13	0.003475	1.375946	78.012045	108.682301	False	25.772425	61.597917	37.820000	Energy	SP600	2.062719	2.873673
PTEN	0.373995	2022-09-23	14.196362	97	0.003281	1.351675	5.602470	4.676791	False	8.927516	46.856304	15.240000	Energy	SP600	0.367616	0.306876
TALO	0.242532	2022-08-26	16.851986	69	0.003152	1.335807	41.434579	71.024542	False	7.958516	67.185581	18.610001	Energy	SP600	2.226468	3.816472
EQT	0.335720	2022-09-23	36.729095	97	0.002989	1.315937	32.888753	51.452810	False	26.951371	87.550992	35.939999	Energy	SP400	0.915102	1.431631
PDCE	0.224685	2022-08-26	61.952208	69	0.002942	1.310286	70.972537	66.193723	False	41.257728	152.554666	64.779999	Energy	SP400	1.095593	1.021823
APA	0.078037	2022-07-15	34.900311	27	0.002787	1.291804	51.470317	47.097832	False	23.522862	76.031049	39.220001	Energy	SP500	1.312349	1.200863
OXY	0.267565	2022-09-16	52.935518	90	0.002638	1.274261	72.475170	60.181503	False	34.241460	133.961421	55.680000	Energy	SP500	1.301637	1.080846
BMY	0.034736	2022-07-01	71.911314	13	0.002630	1.273354	81.657019	130.738169	False	69.580786	83.911534	73.769997	Healthcare	SP500	1.106914	1.772240
LNTH	0.263882	2022-09-23	56.158554	97	0.002417	1.248717	42.361418	59.407850	False	41.211695	142.907880	60.720001	Healthcare	SP600	0.697652	0.978390
FANG	0.246795	2022-09-23	114.195308	97	0.002277	1.232699	499.216003	362.450546	False	74.864932	305.714449	122.290001	Energy	SP500	4.082231	2.963861
EOG	0.222561	2022-09-16	109.649840	90	0.002235	1.228033	286.672428	188.787778	False	85.952205	229.076908	111.669998	Energy	SP500	2.567139	1.690586
MPC	0.012946	2022-06-24	82.530705	6	0.002146	1.218032	150.673043	163.872637	False	76.585435	101.903159	87.290001	Energy	SP500	1.726120	1.877336
VPU	0.026860	2022-07-01	139.697685	13	0.002041	1.206325	285.003320	656.825285	False	134.205027	156.704125	141.440002	error	nan	2.015012	4.643844
VRTX	0.100781	2022-08-05	259.564914	48	0.002002	1.202061	1046.692658	1594.610568	False	220.538387	380.299695	263.089996	Healthcare	SP500	3.978459	6.061084
HES	0.189160	2022-09-16	102.801291	90	0.001927	1.193747	199.071076	129.126257	False	77.116805	197.025981	102.870003	Energy	SP500	1.935171	1.255237
HSY	0.066751	2022-07-22	203.527848	34	0.001902	1.191064	136.948658	93.835262	False	194.664264	249.045456	206.029999	Consumer Defensive	SP500	0.664703	0.455445
NFG	0.094788	2022-08-05	66.019622	48	0.001888	1.189549	19.915629	15.166551	False	61.507768	84.115119	65.440002	Energy	SP400	0.304334	0.231763
WRB	0.049543	2022-07-15	64.512976	27	0.001793	1.179114	37.077873	65.039031	False	61.589246	80.784625	66.820000	Financial Services	SP500	0.554892	0.973347
VAW	0.062302	2022-07-22	162.450976	34	0.001779	1.177671	311.019478	418.064744	False	151.703710	199.974910	162.800003	error	nan	1.910439	2.567965
VLO	0.183040	2022-09-23	111.983107	97	0.001734	1.172834	348.466484	368.011224	False	82.916685	213.402188	112.440002	Energy	SP500	3.099133	3.272956
MGPI	0.182334	2022-09-23	88.391676	97	0.001728	1.172170	117.698502	109.761065	False	68.541192	176.929760	93.139999	error	SP600	1.263673	1.178453
DVN	0.180822	2022-09-23	54.533719	97	0.001715	1.170748	74.836474	61.972956	False	36.392750	134.539116	58.020000	Energy	SP500	1.289839	1.068131
FCN	0.136413	2022-09-02	158.331918	76	0.001684	1.167423	109.639129	46.897908	False	137.270172	248.408979	164.020004	error	SP400	0.668450	0.285928
LLY	0.132795	2022-09-02	286.741623	76	0.001642	1.162925	433.702332	286.093400	False	256.630723	423.137678	290.899994	Healthcare	SP500	1.490898	0.983477
CYTK	0.164129	2022-09-23	37.270104	97	0.001568	1.155045	25.432199	22.221737	False	22.070556	105.413432	40.580002	Healthcare	SP600	0.626718	0.547603
UNM	0.052594	2022-07-22	31.496205	34	0.001509	1.148775	21.693368	27.271433	False	26.101125	45.001931	32.560001	Financial Services	SP400	0.666258	0.837575
NTCT	0.149942	2022-09-23	31.484950	97	0.001441	1.141690	10.486504	6.078588	True	26.865459	53.375360	32.930000	Technology	SP600	0.318448	0.184591
VIVO	0.147274	2022-09-23	25.523243	97	0.001417	1.139178	15.089252	13.747311	False	17.212899	63.223129	28.500000	error	SP600	0.529447	0.482362
ROG	0.139110	2022-09-23	242.912416	97	0.001344	1.131488	1106.816713	1545.323934	False	175.562290	497.248345	259.380005	error	SP600	4.267163	5.957760
PSX	0.096501	2022-08-26	90.615655	69	0.001336	1.130695	310.523901	359.820490	False	59.174667	159.798104	90.510002	Energy	SP500	3.430824	3.975478
ULTA	0.135020	2022-09-23	371.156292	97	0.001307	1.127635	2511.063421	3806.797803	False	289.517066	699.002964	395.829987	Consumer Cyclical	SP500	6.343793	9.617255
PPC	0.071987	2022-08-12	27.768551	55	0.001265	1.123307	28.553641	42.014273	False	23.710380	41.721545	29.340000	Consumer Defensive	SP400	0.973198	1.431979
SAFT	0.071563	2022-08-12	87.265519	55	0.001257	1.122565	48.487017	46.866124	False	82.291121	110.191834	89.279999	error	SP600	0.543089	0.524934
PXD	0.089117	2022-08-26	219.134946	69	0.001238	1.120554	1035.233622	908.877005	False	151.472285	367.140542	221.770004	Energy	SP500	4.668051	4.098286
MDYG	0.083659	2022-08-26	59.097468	69	0.001165	1.113073	92.566300	171.541962	False	54.502191	78.875188	59.930000	error	nan	1.544574	2.862372
UTHR	0.083539	2022-08-26	205.590196	69	0.001163	1.112909	561.166736	464.135091	False	177.424163	318.471631	219.380005	Healthcare	SP400	2.557967	2.115667
RRC	0.119355	2022-09-23	23.097966	97	0.001163	1.112868	12.432075	14.151899	False	13.116914	68.042221	26.290001	Energy	SP400	0.472882	0.538300
TVTY	0.054088	2022-08-05	28.783162	48	0.001098	1.106235	19.958988	15.095907	False	17.383492	65.810728	32.130001	error	SP600	0.621195	0.469838
XOM	0.106446	2022-09-23	84.977541	97	0.001043	1.100692	148.367540	166.701990	False	63.673729	146.040994	86.120003	Energy	SP500	1.722800	1.935694
VIS	0.071683	2022-08-26	158.763879	69	0.001004	1.096702	522.769333	837.226282	False	141.904763	206.522025	159.809998	error	nan	3.271193	5.238886
CIVI	0.082881	2022-09-09	54.477523	83	0.000960	1.092271	61.659991	42.567136	True	22.667744	186.729660	60.080002	Energy	SP600	1.026298	0.708508
HRB	0.065149	2022-08-26	31.495698	69	0.000915	1.087795	7.292311	6.519292	False	25.831163	48.437875	33.000000	Consumer Cyclical	SP400	0.220979	0.197554
UFCS	0.085181	2022-09-16	30.821478	90	0.000909	1.087155	14.540631	8.793458	False	25.315870	49.012178	32.570000	error	SP600	0.446442	0.269986
MUSA	0.061499	2022-08-26	206.381239	69	0.000865	1.082828	648.006468	656.416182	False	178.450809	312.061296	219.949997	Consumer Cyclical	SP400	2.946154	2.984388
MCK	0.079852	2022-09-16	289.359251	90	0.000854	1.081697	436.745568	368.056950	False	241.583350	424.776445	300.570007	Healthcare	SP500	1.453058	1.224530
Y	0.041485	2022-08-05	803.100093	48	0.000847	1.081024	8115.113080	8822.793722	False	719.348022	1026.450524	830.500000	Financial Services	SP400	9.771358	10.623472
BANF	0.022974	2022-07-15	89.740358	27	0.000842	1.080469	118.635675	88.263626	False	79.973001	117.537675	94.860001	error	SP600	1.250640	0.930462
DINO	0.084116	2022-09-23	42.984275	97	0.000833	1.079612	75.884243	79.445519	False	28.672795	83.005460	45.000000	Energy	SP400	1.686317	1.765456
SJI	0.062094	2022-09-02	33.462316	76	0.000793	1.075650	8.673775	8.038840	False	26.818103	47.822725	34.200001	error	SP600	0.253619	0.235054
AZO	0.071338	2022-09-16	1912.701298	90	0.000766	1.072979	68455.145493	91507.589348	False	1592.827437	2860.898513	1992.550049	Consumer Cyclical	SP500	34.355546	45.924864
HALO	0.069192	2022-09-16	41.688691	90	0.000744	1.070782	26.226304	24.400247	False	32.789967	72.112384	44.139999	Healthcare	SP400	0.594162	0.552792
VOX	0.052467	2022-08-26	90.361901	69	0.000741	1.070560	142.340035	124.210720	False	82.119782	116.312442	92.860001	error	nan	1.532846	1.337613
NOC	0.004203	2022-06-24	431.628085	6	0.000699	1.066429	1104.541841	903.070007	False	417.460202	476.055070	443.929993	Industrials	SP500	2.488099	2.034262
AZPN	0.064686	2022-09-23	181.335870	97	0.000646	1.061252	536.281327	511.570593	False	143.170519	283.204436	189.199997	Technology	SP400	2.834468	2.703862
VHT	0.058785	2022-09-16	215.379795	90	0.000635	1.060130	393.713723	549.759725	False	194.443516	287.059702	220.210007	error	nan	1.787901	2.496525
VFH	0.003698	2022-06-24	73.691634	6	0.000615	1.058232	110.844809	128.669539	False	71.360992	81.731795	75.849998	error	nan	1.461369	1.696368
CSL	0.059229	2022-09-23	228.164325	97	0.000593	1.056092	491.752101	385.041404	False	184.515351	329.600366	234.559998	Industrials	SP400	2.096487	1.641548
VDC	0.031737	2022-08-12	174.395859	55	0.000568	1.053651	195.945343	249.963928	False	163.454003	204.165815	177.059998	error	nan	1.106661	1.411747
CVX	0.047986	2022-09-23	142.359213	97	0.000483	1.045457	384.720340	510.278029	False	108.891275	219.188283	148.380005	Energy	SP500	2.592804	3.438995
VGT	0.032711	2022-08-26	310.577799	69	0.000467	1.043851	1427.680409	1267.772455	False	268.470071	408.635401	319.809998	error	nan	4.464152	3.964143
VCR	0.022549	2022-08-05	219.590764	48	0.000465	1.043666	1337.174783	1906.398636	False	190.304939	280.308059	225.869995	error	nan	5.920108	8.440247
ACC	0.035051	2022-09-02	60.262937	76	0.000453	1.042585	66.265128	144.037066	False	47.871156	89.421380	64.230003	Real Estate	SP400	1.031685	2.242520
VNQ	0.034855	2022-09-02	85.312049	76	0.000451	1.042346	167.133477	335.246220	False	74.669145	111.598933	87.699997	error	nan	1.905741	3.822648
EXLS	0.030110	2022-08-26	126.604217	69	0.000430	1.040347	207.634305	185.405571	False	104.257696	186.527865	134.259995	error	SP600	1.546509	1.380944
CVBF	0.028650	2022-08-26	23.158519	69	0.000409	1.038381	3.320618	2.001984	False	20.179322	30.485194	24.129999	Financial Services	SP600	0.137614	0.082967
GCP	0.032882	2022-09-09	29.308772	83	0.000390	1.036511	8.753591	9.621973	False	22.350741	46.007726	30.930000	error	SP600	0.283013	0.311089
SLY	0.001772	2022-06-24	75.619926	6	0.000295	1.027520	137.652924	194.205074	False	73.011473	83.818050	78.089996	error	nan	1.762747	2.486939
PLAB	0.020161	2022-08-26	18.043879	69	0.000289	1.026971	4.293160	5.320768	False	13.421844	28.435600	19.150000	Technology	SP600	0.224186	0.277847
MTOR	0.009446	2022-07-22	33.313596	34	0.000277	1.025767	25.484578	23.006717	False	26.299078	50.125648	35.939999	error	SP600	0.709087	0.640142
SPY	0.012610	2022-09-23	358.093564	97	0.000129	1.011956	1700.987251	2487.216199	False	307.273563	446.672243	365.859985	error	nan	4.649285	6.798273
SPTM	0.010820	2022-09-23	44.329493	97	0.000111	1.010259	28.190454	43.995234	False	37.964011	55.253977	45.310001	error	nan	0.622168	0.970983
PSB	0.000256	2022-06-24	179.569511	6	0.000043	1.003932	405.853165	504.888406	False	173.171440	199.709270	185.919998	error	SP400	2.182945	2.715622
MTDR	0.000024	2022-06-24	46.270389	6	0.000004	1.000371	55.706212	39.882042	False	41.339538	63.415490	51.200001	Energy	SP400	1.088012	0.778946
VDE	0.000019	2022-06-24	97.742067	6	0.000003	1.000293	212.288991	224.133874	False	93.132183	112.484444	102.349998	error	nan	2.074147	2.189877
SNEX	0.000004	2022-06-24	69.437590	6	0.000001	1.000056	63.777100	72.866193	False	66.753178	79.624705	72.900002	error	SP600	0.874857	0.999536
MANT	-0.000111	2022-06-24	90.900428	6	-0.000018	0.998304	75.670819	58.095858	False	87.021350	103.229322	94.790001	Technology	SP600	0.798300	0.612890
SAFM	-0.001209	2022-06-24	199.667021	6	-0.000202	0.981627	459.889987	617.424203	False	191.275813	226.313123	208.309998	Consumer Defensive	SP400	2.207719	2.963968
PBF	-0.002501	2022-06-24	29.901539	6	-0.000417	0.962335	30.715008	25.661939	False	26.905552	40.223933	32.980000	Energy	SP600	0.931322	0.778106
LPI	-0.002977	2022-06-24	72.115738	6	-0.000497	0.955315	246.780095	167.320045	False	64.525343	102.373342	81.470001	Energy	SP600	3.029092	2.053763
COP	-0.005859	2022-06-24	88.281420	6	-0.000979	0.913838	160.236742	144.244439	False	83.812214	103.445024	93.739998	Energy	SP500	1.709374	1.538772
DLTR	-0.015703	2022-06-24	140.909478	6	-0.002634	0.784514	230.182910	351.924473	False	134.085832	162.769443	150.089996	Consumer Defensive	SP500	1.533633	2.344756
MRO	-0.030546	2022-06-24	21.868853	6	-0.005157	0.621470	13.816439	12.742005	False	20.325381	26.968103	24.150000	Energy	SP500	0.572109	0.527619